+1,563.3%
APO vs XRT
+336.3%
+1,227.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.8% |
| 7D | +0.8% | +0.9% | -0.1% | +0.4% |
| 30D | +1.0% | +7.9% | -6.9% | -4.2% |
| 3M | -8.4% | -0.2% | -8.2% | -8.3% |
| 6M | -9.1% | +5.6% | -14.7% | -13.1% |
| YTD | -18.3% | +5.7% | -24.0% | -21.9% |
| 1Y | -8.0% | +14.6% | -22.6% | -17.0% |
| 3Y | +47.1% | +50.7% | -3.6% | +9.0% |
| 5Y | +67.2% | -4.8% | +72.0% | +67.7% |
| 10Y | +871.8% | +152.6% | +719.2% | +322.2% |
| All | +1,563.3% | +336.3% | +1,227.0% | +417.1% |
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