+833.5%
APO vs SFM
+41.7%
+791.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.7% | +4.5% |
| 7D | +2.3% | -10.2% | +12.5% | +4.1% |
| 30D | +3.0% | -23.9% | +26.9% | +6.6% |
| 3M | -3.7% | -42.3% | +38.5% | +4.0% |
| 6M | -7.5% | -40.1% | +32.7% | -1.3% |
| YTD | -14.5% | -37.8% | +23.2% | -9.8% |
| 1Y | -6.2% | -37.1% | +30.9% | -1.3% |
| 3Y | +51.9% | +21.5% | +30.4% | +43.9% |
| 5Y | +76.5% | +103.8% | -27.3% | +50.9% |
| 10Y | +895.2% | +142.0% | +753.3% | +691.1% |
| All | +833.5% | +41.7% | +791.8% | +751.7% |
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