+585.5%
XLY vs APO
+1,673.6%
-1,088.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.3% |
| 7D | -3.9% | -4.9% | +1.0% | -2.3% |
| 30D | -6.1% | -8.4% | +2.3% | -3.5% |
| 3M | -1.2% | -2.1% | +0.9% | -1.0% |
| 6M | -1.8% | +19.2% | -21.0% | -8.1% |
| YTD | -5.9% | -10.5% | +4.7% | -3.9% |
| 1Y | -3.1% | -2.7% | -0.4% | -4.2% |
| 3Y | +36.0% | +52.5% | -16.5% | +13.8% |
| 5Y | +27.6% | +132.1% | -104.5% | -8.4% |
| 10Y | +216.8% | +924.7% | -707.9% | +46.4% |
| All | +585.5% | +1,673.6% | -1,088.1% | +162.8% |
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