+67.0%
APO vs SIMO
+154.7%
-87.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.1% |
| 7D | +0.8% | -22.0% | +22.8% | +4.0% |
| 30D | +1.0% | -43.0% | +44.1% | +9.1% |
| 3M | -8.4% | -39.1% | +30.7% | -3.3% |
| 6M | -9.1% | -33.3% | +24.2% | -8.2% |
| YTD | -18.3% | +77.0% | -95.3% | -37.8% |
| 1Y | -8.0% | +73.0% | -81.0% | -29.5% |
| 3Y | +47.1% | +215.7% | -168.7% | -8.7% |
| All | +67.0% | +154.7% | -87.7% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling