+57.1%
APO vs SFM
+96.9%
-39.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -0.2% |
| 7D | +0.1% | -5.8% | +5.9% | +1.2% |
| 30D | +3.9% | -11.4% | +15.2% | +6.1% |
| 3M | +3.8% | -12.2% | +16.0% | +5.7% |
| 6M | +22.3% | -5.2% | +27.4% | +21.7% |
| YTD | -7.8% | -4.5% | -3.3% | -8.6% |
| 1Y | -0.3% | -45.4% | +45.1% | +13.8% |
| 3Y | +57.1% | +91.1% | -34.0% | +45.4% |
| All | +57.1% | +96.9% | -39.7% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling