-61.0%
SMR vs APO
-5.0%
-56.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.1% | -4.2% |
| 7D | -8.3% | +5.8% | -14.0% | -10.7% |
| 30D | -20.1% | +8.9% | -29.0% | -23.0% |
| 3M | -52.7% | -13.6% | -39.0% | -48.6% |
| 6M | -61.0% | -5.4% | -55.7% | -58.8% |
| All | -61.0% | -5.0% | -56.0% | -58.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling