+916.7%
APO vs SPMO
+517.6%
+399.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.3% |
| 7D | -3.5% | -0.9% | -2.6% | -2.6% |
| 30D | -6.6% | -1.9% | -4.6% | -4.9% |
| 3M | -3.3% | -1.4% | -1.9% | -4.1% |
| 6M | +22.6% | +25.5% | -2.9% | -8.4% |
| YTD | -9.8% | +24.8% | -34.6% | -32.2% |
| 1Y | -3.9% | +24.5% | -28.4% | -27.7% |
| 3Y | +52.5% | +157.1% | -104.7% | -47.6% |
| 5Y | +134.0% | +149.5% | -15.5% | -15.3% |
| All | +916.7% | +517.6% | +399.1% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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