+908.2%
APO vs SFM
+268.6%
+639.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | -4.9% | -8.8% | +3.9% | -3.5% |
| 30D | -8.4% | -14.5% | +6.0% | -6.2% |
| 3M | -2.1% | -16.8% | +14.8% | +0.5% |
| 6M | +19.2% | -5.3% | +24.6% | +19.0% |
| YTD | -10.5% | -9.4% | -1.2% | -10.2% |
| 1Y | -2.7% | -46.2% | +43.5% | +6.0% |
| 3Y | +52.5% | +81.3% | -28.8% | +37.2% |
| 5Y | +132.1% | +211.9% | -79.8% | +87.5% |
| All | +908.2% | +268.6% | +639.7% | +651.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling