+589.4%
SE vs APO
+470.0%
+119.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -6.1% | -1.0% | -5.1% | -5.7% |
| 30D | -2.5% | +3.5% | -5.9% | -4.2% |
| 3M | +21.7% | +4.5% | +17.2% | +18.0% |
| 6M | +27.0% | +22.8% | +4.2% | +11.9% |
| YTD | -12.1% | -6.5% | -5.6% | -11.2% |
| 1Y | -40.9% | +0.8% | -41.7% | -43.6% |
| 3Y | +191.0% | +62.0% | +129.0% | +97.1% |
| 5Y | -68.3% | +138.2% | -206.5% | -82.6% |
| All | +589.4% | +470.0% | +119.3% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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