+1,563.3%
APO vs SM
-53.1%
+1,616.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | +0.8% | -25.9% | +26.7% | +5.0% |
| 30D | +1.0% | -15.1% | +16.2% | +3.0% |
| 3M | -8.4% | +4.9% | -13.3% | -10.0% |
| 6M | -9.1% | +6.1% | -15.2% | -11.7% |
| YTD | -18.3% | +63.4% | -81.8% | -26.7% |
| 1Y | -8.0% | +72.5% | -80.4% | -18.2% |
| 3Y | +47.1% | -16.9% | +64.0% | +44.0% |
| 5Y | +67.2% | -10.6% | +77.8% | +56.9% |
| 10Y | +871.8% | +11.3% | +860.5% | +535.0% |
| All | +1,563.3% | -53.1% | +1,616.4% | +1,032.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling