+1,484.2%
SPGI vs APO
+1,604.8%
-120.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.4% | +0.2% | -1.5% | -1.5% |
| 30D | +15.3% | +3.1% | +12.1% | +13.9% |
| 3M | +16.5% | -12.0% | +28.5% | +20.9% |
| 6M | +19.8% | -5.0% | +24.8% | +20.8% |
| YTD | -3.2% | -14.0% | +10.8% | -0.1% |
| 1Y | +1.8% | -5.9% | +7.7% | +2.0% |
| 3Y | +30.6% | +51.6% | -21.0% | +7.5% |
| 5Y | +16.0% | +80.8% | -64.8% | -12.7% |
| 10Y | +338.6% | +839.9% | -501.3% | +89.4% |
| All | +1,484.2% | +1,604.8% | -120.7% | +462.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling