+45.6%
SO vs APO
+62.1%
-16.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.8% |
| 7D | -0.2% | -1.0% | +0.9% | -0.2% |
| 30D | -4.6% | +3.5% | -8.0% | -4.4% |
| 3M | -3.0% | +4.5% | -7.6% | -2.8% |
| 6M | -8.3% | +22.8% | -31.0% | -7.5% |
| YTD | +3.5% | -6.5% | +10.0% | +3.9% |
| 1Y | -0.9% | +0.8% | -1.8% | -0.4% |
| All | +45.6% | +62.1% | -16.6% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling