+50.5%
APO vs SN
+659.6%
-609.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.1% |
| 7D | +0.8% | +7.2% | -6.4% | -0.9% |
| 30D | +1.0% | +20.4% | -19.4% | -3.4% |
| 3M | -8.4% | +23.9% | -32.3% | -13.2% |
| 6M | -9.1% | +93.0% | -102.2% | -23.4% |
| YTD | -18.3% | +99.2% | -117.6% | -32.0% |
| 1Y | -8.0% | +142.6% | -150.6% | -27.2% |
| 3Y | +47.1% | +398.8% | -351.7% | +14.3% |
| All | +50.5% | +659.6% | -609.1% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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