+13.7%
SPGI vs APO
+81.1%
-67.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.7% | +0.6% |
| 7D | +1.2% | +5.8% | -4.5% | -0.4% |
| 30D | +15.9% | +8.9% | +7.0% | +12.9% |
| 3M | +12.3% | -13.6% | +25.9% | +16.9% |
| 6M | +23.7% | -5.4% | +29.1% | +24.8% |
| YTD | -3.5% | -13.6% | +10.1% | -0.5% |
| 1Y | +0.4% | -2.5% | +2.9% | -0.4% |
| 3Y | +29.9% | +50.9% | -21.0% | +5.5% |
| All | +13.7% | +81.1% | -67.4% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling