+137.0%
APO vs XRT
-1.7%
+138.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | +0.3% |
| 7D | +0.1% | -0.3% | +0.3% | +0.3% |
| 30D | +3.9% | -5.6% | +9.5% | +8.5% |
| 3M | +3.8% | +2.5% | +1.2% | +1.2% |
| 6M | +22.3% | +3.7% | +18.6% | +18.0% |
| YTD | -7.8% | +1.0% | -8.8% | -9.0% |
| 1Y | -0.3% | -1.2% | +0.9% | -0.1% |
| 3Y | +57.1% | +43.4% | +13.8% | +17.6% |
| 5Y | +137.0% | -0.7% | +137.7% | +123.6% |
| All | +137.0% | -1.7% | +138.7% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling