-4.4%
APO vs SFM
-35.8%
+31.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.6% | +4.5% | +8.0% |
| 7D | +8.2% | -12.3% | +20.5% | +8.1% |
| 30D | +6.4% | -16.2% | +22.6% | +6.6% |
| 3M | -7.4% | -36.8% | +29.3% | -5.9% |
| 6M | -4.2% | -32.6% | +28.4% | -3.5% |
| YTD | -14.1% | -31.7% | +17.6% | -14.3% |
| 1Y | -4.4% | -35.0% | +30.6% | -4.6% |
| All | -4.4% | -35.8% | +31.4% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling