+1,651.7%
APO vs SIMO
+3,215.8%
-1,564.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | -1.4% |
| 7D | +0.2% | +0.9% | -0.8% | -0.2% |
| 30D | +3.1% | -25.4% | +28.5% | +7.5% |
| 3M | -12.0% | -17.8% | +5.8% | -11.2% |
| 6M | -5.0% | -29.6% | +24.6% | -4.0% |
| YTD | -14.0% | +100.3% | -114.3% | -33.4% |
| 1Y | -5.9% | +100.4% | -106.3% | -27.3% |
| 3Y | +51.6% | +246.1% | -194.5% | +1.3% |
| 5Y | +80.8% | +189.8% | -109.0% | +21.4% |
| 10Y | +839.9% | +434.6% | +405.3% | +429.4% |
| All | +1,651.7% | +3,215.8% | -1,564.1% | +573.7% |
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