+83.7%
SPYM vs APO
+133.6%
-49.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.3% |
| 7D | -0.4% | -1.0% | +0.6% | -0.1% |
| 30D | -1.4% | -0.4% | -1.0% | -1.5% |
| 3M | +3.7% | -0.9% | +4.6% | +3.5% |
| 6M | +13.0% | +22.1% | -9.1% | +5.2% |
| YTD | +12.5% | -8.4% | +20.8% | +14.1% |
| 1Y | +18.6% | -0.9% | +19.6% | +16.6% |
| 3Y | +78.0% | +56.1% | +21.9% | +44.3% |
| All | +83.7% | +133.6% | -49.9% | +21.8% |
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 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