+1,648.7%
APO vs XRT
+350.7%
+1,298.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | +8.1% | +4.1% | +4.0% | +5.2% |
| 30D | +3.4% | +9.9% | -6.5% | -3.2% |
| 3M | -6.6% | +2.3% | -8.9% | -8.1% |
| 6M | -7.1% | +9.6% | -16.7% | -13.5% |
| YTD | -14.1% | +9.1% | -23.3% | -19.7% |
| 1Y | -4.7% | +16.2% | -20.9% | -14.9% |
| 3Y | +51.3% | +60.1% | -8.8% | +7.5% |
| 5Y | +82.7% | -0.5% | +83.2% | +77.6% |
| 10Y | +845.7% | +145.1% | +700.6% | +319.2% |
| All | +1,648.7% | +350.7% | +1,298.0% | +431.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling