+267.2%
APO vs SITM
+4,507.3%
-4,240.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.8% | -1.0% |
| 7D | +0.1% | +8.4% | -8.3% | -1.4% |
| 30D | +3.9% | -17.4% | +21.3% | +7.0% |
| 3M | +3.8% | -9.8% | +13.6% | +3.2% |
| 6M | +22.3% | +83.0% | -60.7% | +2.9% |
| YTD | -7.8% | +69.6% | -77.4% | -22.2% |
| 1Y | -0.3% | +144.9% | -145.2% | -23.6% |
| 3Y | +57.1% | +429.9% | -372.7% | -5.0% |
| 5Y | +137.0% | +169.2% | -32.2% | +48.6% |
| All | +267.2% | +4,507.3% | -4,240.1% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling