+137.0%
APO vs SM
+111.2%
+25.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.0% | -2.2% |
| 7D | +0.1% | -0.2% | +0.2% | +0.1% |
| 30D | +3.9% | +31.5% | -27.7% | -2.7% |
| 3M | +3.8% | +17.3% | -13.6% | -1.1% |
| 6M | +22.3% | +48.5% | -26.2% | +8.1% |
| YTD | -7.8% | +106.3% | -114.1% | -25.9% |
| 1Y | -0.3% | +47.3% | -47.6% | -13.0% |
| 3Y | +57.1% | -1.4% | +58.6% | +45.6% |
| 5Y | +137.0% | +114.0% | +22.9% | +78.2% |
| All | +137.0% | +111.2% | +25.7% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling