+67.0%
APO vs SM
-11.5%
+78.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | +0.8% | -25.9% | +26.7% | +6.6% |
| 30D | +1.0% | -15.1% | +16.2% | +3.5% |
| 3M | -8.4% | +4.9% | -13.3% | -11.2% |
| 6M | -9.1% | +6.1% | -15.2% | -13.6% |
| YTD | -18.3% | +63.4% | -81.8% | -32.3% |
| 1Y | -8.0% | +72.5% | -80.4% | -25.1% |
| 3Y | +47.1% | -16.9% | +64.0% | +39.6% |
| All | +67.0% | -11.5% | +78.5% | +52.3% |
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