+1,804.4%
APO vs SM
-42.8%
+1,847.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.2% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | +3.5% | +26.3% | -22.8% | -0.4% |
| 3M | +4.5% | +8.7% | -4.1% | +2.3% |
| 6M | +22.8% | +51.7% | -28.9% | +13.0% |
| YTD | -6.5% | +99.0% | -105.5% | -17.9% |
| 1Y | +0.8% | +34.6% | -33.8% | -6.3% |
| 3Y | +62.0% | -7.8% | +69.7% | +56.9% |
| 5Y | +138.2% | +104.8% | +33.5% | +99.1% |
| 10Y | +940.3% | +7.2% | +933.0% | +587.5% |
| All | +1,804.4% | -42.8% | +1,847.2% | +1,167.9% |
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