+1,019.5%
APO vs SPMO
+575.0%
+444.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -1.0% | +2.7% | -3.7% | -3.7% |
| 30D | -0.4% | +1.1% | -1.4% | -1.7% |
| 3M | -0.9% | +2.0% | -2.9% | -5.3% |
| 6M | +22.1% | +26.5% | -4.4% | -9.0% |
| YTD | -8.4% | +26.5% | -34.9% | -31.7% |
| 1Y | -0.9% | +27.9% | -28.9% | -27.2% |
| 3Y | +56.1% | +160.4% | -104.2% | -45.8% |
| 5Y | +136.0% | +151.5% | -15.5% | -13.4% |
| 10Y | +949.3% | +526.3% | +423.0% | +97.1% |
| All | +1,019.5% | +575.0% | +444.5% | +106.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling