+647.0%
SPYM vs APO
+1,612.1%
-965.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -0.9% |
| 7D | +2.6% | +5.8% | -3.2% | +0.9% |
| 30D | -2.0% | +8.9% | -10.9% | -4.6% |
| 3M | -2.8% | -13.6% | +10.9% | +1.0% |
| 6M | +2.2% | -5.4% | +7.5% | +2.9% |
| YTD | +11.5% | -13.6% | +25.2% | +14.4% |
| 1Y | +13.5% | -2.5% | +16.0% | +12.2% |
| 3Y | +78.0% | +50.9% | +27.2% | +50.3% |
| 5Y | +73.1% | +81.4% | -8.2% | +34.4% |
| 10Y | +310.9% | +843.9% | -533.1% | +97.4% |
| All | +647.0% | +1,612.1% | -965.1% | +182.2% |
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