+140.3%
APO vs SFM
+241.7%
-101.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.1% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | +3.5% | -4.4% | +7.8% | +4.1% |
| 3M | +4.5% | +1.5% | +3.0% | +3.6% |
| 6M | +22.8% | +6.5% | +16.3% | +20.0% |
| YTD | -6.5% | +2.2% | -8.7% | -8.1% |
| 1Y | +0.8% | -41.9% | +42.7% | +9.4% |
| 3Y | +62.0% | +106.8% | -44.8% | +49.0% |
| All | +140.3% | +241.7% | -101.4% | +105.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling