+853.3%
APO vs SM
+18.0%
+835.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.8% |
| 7D | +5.8% | +9.4% | -3.6% | +4.3% |
| 30D | +8.9% | -14.4% | +23.3% | +10.7% |
| 3M | -13.6% | +1.6% | -15.2% | -14.8% |
| 6M | -5.4% | +6.3% | -11.7% | -8.1% |
| YTD | -13.6% | +78.8% | -92.4% | -23.5% |
| 1Y | -2.5% | +83.1% | -85.6% | -14.0% |
| 3Y | +50.9% | -5.9% | +56.8% | +44.9% |
| 5Y | +81.4% | +4.8% | +76.6% | +66.7% |
| All | +853.3% | +18.0% | +835.3% | +507.4% |
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