+78.7%
APO vs SIMO
+170.3%
-91.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +2.6% |
| 7D | +5.8% | +4.1% | +1.6% | +5.0% |
| 30D | +8.9% | -24.0% | +32.9% | +12.3% |
| 3M | -13.6% | -31.8% | +18.1% | -10.4% |
| 6M | -5.4% | -36.9% | +31.5% | -3.1% |
| YTD | -13.6% | +84.8% | -98.5% | -34.6% |
| 1Y | -2.5% | +99.0% | -101.5% | -27.9% |
| 3Y | +50.9% | +217.9% | -167.1% | -6.1% |
| All | +78.7% | +170.3% | -91.6% | +12.2% |
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