+908.2%
APO vs SMTC
+516.8%
+391.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.6% |
| 7D | -4.9% | +17.5% | -22.4% | -8.8% |
| 30D | -8.4% | +21.3% | -29.7% | -13.9% |
| 3M | -2.1% | +3.1% | -5.2% | -6.1% |
| 6M | +19.2% | +81.7% | -62.4% | -4.5% |
| YTD | -10.5% | +115.9% | -126.5% | -32.3% |
| 1Y | -2.7% | +157.8% | -160.5% | -31.3% |
| 3Y | +52.5% | +557.3% | -504.8% | -32.3% |
| 5Y | +132.1% | +114.7% | +17.4% | +49.2% |
| All | +908.2% | +516.8% | +391.5% | +343.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling