-52.1%
SMR vs APO
+103.2%
-155.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.3% | -6.5% | -6.9% |
| 7D | +10.3% | +3.5% | +6.8% | +7.8% |
| 30D | -25.7% | +4.4% | -30.1% | -28.1% |
| 3M | -49.7% | -12.1% | -37.7% | -45.3% |
| 6M | -59.8% | -7.2% | -52.6% | -58.2% |
| YTD | -66.0% | -15.1% | -50.9% | -62.4% |
| 1Y | -81.4% | -7.7% | -73.8% | -80.6% |
| 3Y | +130.6% | +49.6% | +81.0% | +109.8% |
| All | -52.1% | +103.2% | -155.3% | -63.2% |
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