+338.6%
SPGI vs APO
+821.0%
-482.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | -0.8% | +3.5% | -4.3% | -2.0% |
| 30D | +14.3% | +4.4% | +9.9% | +12.4% |
| 3M | +14.5% | -12.1% | +26.6% | +19.1% |
| 6M | +17.3% | -7.2% | +24.5% | +19.2% |
| YTD | -4.6% | -15.1% | +10.5% | -0.8% |
| 1Y | +0.8% | -7.7% | +8.4% | +1.6% |
| 3Y | +28.8% | +49.6% | -20.8% | +4.0% |
| 5Y | +14.0% | +78.3% | -64.3% | -16.9% |
| All | +338.6% | +821.0% | -482.4% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 10y: compounded portfolio wealth divided by compounded APO 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…
10y analysis · Full analysis span regression · 6 months rolling