+137.9%
APO vs SIMO
+269.6%
-131.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.3% | -2.1% |
| 7D | -1.0% | +4.2% | -5.2% | -1.8% |
| 30D | +3.5% | +4.1% | -0.6% | +1.9% |
| 3M | +4.5% | -12.9% | +17.4% | +4.6% |
| 6M | +22.8% | +110.3% | -87.6% | -2.4% |
| YTD | -6.5% | +178.6% | -185.1% | -32.3% |
| 1Y | +0.8% | +220.0% | -219.2% | -30.7% |
| 3Y | +62.0% | +409.0% | -347.1% | -5.0% |
| All | +137.9% | +269.6% | -131.7% | +53.2% |
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