+1,804.4%
APO vs SIMO
+4,511.3%
-2,706.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.3% | -2.3% |
| 7D | -1.0% | +4.2% | -5.2% | -1.9% |
| 30D | +3.5% | +4.1% | -0.6% | +1.7% |
| 3M | +4.5% | -12.9% | +17.4% | +4.5% |
| 6M | +22.8% | +110.3% | -87.6% | -1.5% |
| YTD | -6.5% | +178.6% | -185.1% | -30.5% |
| 1Y | +0.8% | +220.0% | -219.2% | -27.9% |
| 3Y | +62.0% | +409.0% | -347.1% | +2.7% |
| 5Y | +138.2% | +277.3% | -139.1% | +55.6% |
| 10Y | +940.3% | +506.6% | +433.7% | +478.9% |
| All | +1,804.4% | +4,511.3% | -2,706.9% | +603.5% |
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 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