+837.6%
APO vs SFM
+39.6%
+797.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.7% |
| 7D | +8.1% | -6.9% | +15.0% | +9.3% |
| 30D | +3.4% | -25.0% | +28.4% | +7.3% |
| 3M | -6.6% | -42.7% | +36.1% | +0.9% |
| 6M | -7.1% | -41.0% | +33.9% | -0.6% |
| YTD | -14.1% | -38.7% | +24.5% | -9.2% |
| 1Y | -4.7% | -38.1% | +33.4% | +0.5% |
| 3Y | +51.3% | +19.3% | +32.0% | +43.7% |
| 5Y | +82.7% | +103.1% | -20.4% | +56.3% |
| 10Y | +845.7% | +131.1% | +714.6% | +656.8% |
| All | +837.6% | +39.6% | +797.9% | +757.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling