+137.6%
APO vs SITM
+170.3%
-32.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -1.0% | +3.7% | -4.7% | -1.7% |
| 30D | -0.4% | -14.5% | +14.1% | +2.1% |
| 3M | -0.9% | -10.6% | +9.7% | -1.3% |
| 6M | +22.1% | +65.5% | -43.4% | +3.8% |
| YTD | -8.4% | +67.0% | -75.4% | -23.5% |
| 1Y | -0.9% | +138.6% | -139.6% | -25.5% |
| 3Y | +56.1% | +421.8% | -365.7% | -10.5% |
| All | +137.6% | +170.3% | -32.7% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling