+259.3%
APO vs SITM
+4,789.7%
-4,530.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | -0.2% |
| 7D | -3.5% | +3.9% | -7.4% | -4.2% |
| 30D | -6.6% | -6.6% | 0.0% | -5.8% |
| 3M | -3.3% | -11.9% | +8.6% | -3.3% |
| 6M | +22.6% | +81.1% | -58.5% | +3.6% |
| YTD | -9.8% | +80.0% | -89.8% | -24.7% |
| 1Y | -3.9% | +145.8% | -149.7% | -26.2% |
| 3Y | +52.5% | +475.9% | -423.4% | -9.3% |
| 5Y | +134.0% | +189.2% | -55.2% | +44.8% |
| All | +259.3% | +4,789.7% | -4,530.4% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling