+1,628.9%
APO vs SMTC
+388.9%
+1,240.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -0.2% |
| 7D | +3.5% | +30.5% | -27.0% | -3.4% |
| 30D | +4.4% | -30.9% | +35.2% | +11.7% |
| 3M | -12.1% | -14.7% | +2.6% | -12.9% |
| 6M | -7.2% | -9.6% | +2.3% | -12.7% |
| YTD | -15.1% | +62.1% | -77.2% | -34.1% |
| 1Y | -7.7% | +66.6% | -74.2% | -29.3% |
| 3Y | +49.6% | +718.1% | -668.5% | -41.9% |
| 5Y | +78.3% | +32.8% | +45.5% | +23.0% |
| 10Y | +827.7% | +354.1% | +473.6% | +285.5% |
| All | +1,628.9% | +388.9% | +1,240.0% | +547.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling