+72.3%
APO vs SN
+490.7%
-418.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -1.0% | -9.3% | +8.3% | +1.4% |
| 30D | +3.5% | -4.8% | +8.3% | +4.7% |
| 3M | +4.5% | +40.4% | -35.9% | -4.4% |
| 6M | +22.8% | +50.9% | -28.2% | +9.8% |
| YTD | -6.5% | +54.9% | -61.4% | -17.1% |
| 1Y | +0.8% | +43.0% | -42.2% | -9.1% |
| 3Y | +62.0% | +391.8% | -329.9% | +36.6% |
| All | +72.3% | +490.7% | -418.4% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling