+845.7%
APO vs SM
+4.2%
+841.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | +8.1% | -19.5% | +27.6% | +11.2% |
| 30D | +3.4% | -20.2% | +23.7% | +6.3% |
| 3M | -6.6% | -6.5% | -0.1% | -6.7% |
| 6M | -7.1% | +1.6% | -8.6% | -9.1% |
| YTD | -14.1% | +61.2% | -75.4% | -22.7% |
| 1Y | -4.7% | +65.4% | -70.1% | -14.7% |
| 3Y | +51.3% | -13.0% | +64.3% | +47.1% |
| 5Y | +82.7% | -4.3% | +87.0% | +70.3% |
| 10Y | +845.7% | +3.0% | +842.7% | +511.4% |
| All | +845.7% | +4.2% | +841.5% | +511.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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