-14.4%
SMR vs APO
+116.0%
-130.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.8% | -16.5% | -16.3% |
| 7D | -11.2% | -3.5% | -7.7% | -9.2% |
| 30D | -10.2% | -6.6% | -3.7% | -6.1% |
| 3M | -10.0% | -3.3% | -6.8% | -8.7% |
| 6M | -30.5% | +22.6% | -53.0% | -40.0% |
| YTD | -39.2% | -9.8% | -29.5% | -35.3% |
| 1Y | -75.5% | -3.9% | -71.7% | -75.1% |
| 3Y | +45.4% | +52.5% | -7.0% | +29.7% |
| All | -14.4% | +116.0% | -130.4% | -36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling