+895.2%
APO vs SIMO
+436.4%
+458.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.7% | -1.0% | +3.5% |
| 7D | +2.3% | -8.2% | +10.5% | +3.5% |
| 30D | +3.0% | -34.6% | +37.6% | +10.8% |
| 3M | -3.7% | -32.6% | +28.9% | +1.2% |
| 6M | -7.5% | -31.8% | +24.3% | -6.2% |
| YTD | -14.5% | +87.6% | -102.1% | -37.4% |
| 1Y | -6.2% | +86.7% | -92.8% | -31.3% |
| 3Y | +51.9% | +227.4% | -175.5% | -9.2% |
| 5Y | +76.5% | +173.0% | -96.5% | +5.5% |
| 10Y | +895.2% | +409.6% | +485.6% | +348.1% |
| All | +895.2% | +436.4% | +458.9% | +348.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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