+47.1%
APO vs SM
-20.0%
+67.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | +0.8% | -25.9% | +26.7% | +6.0% |
| 30D | +1.0% | -15.1% | +16.2% | +3.1% |
| 3M | -8.4% | +4.9% | -13.3% | -11.5% |
| 6M | -9.1% | +6.1% | -15.2% | -14.2% |
| YTD | -18.3% | +63.4% | -81.8% | -34.5% |
| 1Y | -8.0% | +72.5% | -80.4% | -27.8% |
| 3Y | +47.1% | -16.9% | +64.0% | +42.8% |
| All | +47.1% | -20.0% | +67.1% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling