-1.8%
XLY vs APO
+19.0%
-20.8%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | 0.0% |
| 7D | -3.9% | -4.9% | +1.0% | -2.9% |
| 30D | -6.1% | -8.4% | +2.3% | -4.5% |
| 3M | -1.2% | -2.1% | +0.9% | -1.0% |
| 6M | -1.8% | +19.2% | -21.0% | -5.9% |
| All | -1.8% | +19.0% | -20.8% | -5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling