+1,563.3%
APO vs SIMO
+2,829.4%
-1,266.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.2% |
| 7D | +0.8% | -22.0% | +22.8% | +4.8% |
| 30D | +1.0% | -43.0% | +44.1% | +10.7% |
| 3M | -8.4% | -39.1% | +30.7% | -2.3% |
| 6M | -9.1% | -33.3% | +24.2% | -7.4% |
| YTD | -18.3% | +77.0% | -95.3% | -35.3% |
| 1Y | -8.0% | +73.0% | -81.0% | -26.8% |
| 3Y | +47.1% | +215.7% | -168.7% | 0.0% |
| 5Y | +67.2% | +155.6% | -88.5% | +14.9% |
| 10Y | +871.8% | +388.4% | +483.5% | +457.2% |
| All | +1,563.3% | +2,829.4% | -1,266.0% | +554.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling