+136.0%
APO vs SPXS
-85.7%
+221.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | +0.1% |
| 7D | -1.0% | +1.2% | -2.2% | -0.3% |
| 30D | -0.4% | +5.2% | -5.5% | +2.4% |
| 3M | -0.9% | -9.2% | +8.3% | -4.3% |
| 6M | +22.1% | -29.6% | +51.7% | +5.3% |
| YTD | -8.4% | -27.6% | +19.2% | -19.1% |
| 1Y | -0.9% | -36.7% | +35.8% | -17.2% |
| 3Y | +56.1% | -79.8% | +136.0% | -10.5% |
| 5Y | +136.0% | -85.9% | +221.9% | +44.8% |
| All | +136.0% | -85.7% | +221.7% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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