+7.5%
SMR vs APO
+119.4%
-111.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.9% |
| 7D | +13.1% | -1.0% | +14.1% | +13.7% |
| 30D | +17.8% | -0.4% | +18.1% | +18.0% |
| 3M | +8.1% | -0.9% | +9.0% | +8.0% |
| 6M | -11.1% | +22.1% | -33.2% | -23.2% |
| YTD | -23.7% | -8.4% | -15.3% | -19.6% |
| 1Y | -69.4% | -0.9% | -68.5% | -69.5% |
| 3Y | +82.6% | +56.1% | +26.5% | +60.7% |
| All | +7.5% | +119.4% | -111.9% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling