+660.9%
SPYM vs APO
+1,753.5%
-1,092.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +0.1% | -1.0% | +1.1% | +0.4% |
| 30D | +0.1% | +3.5% | -3.4% | -1.1% |
| 3M | +2.0% | +4.5% | -2.5% | +0.3% |
| 6M | +13.1% | +22.8% | -9.7% | +5.5% |
| YTD | +13.6% | -6.5% | +20.1% | +14.3% |
| 1Y | +20.1% | +0.8% | +19.2% | +17.5% |
| 3Y | +77.6% | +62.0% | +15.6% | +47.0% |
| 5Y | +82.5% | +138.2% | -55.7% | +31.2% |
| 10Y | +317.6% | +940.3% | -622.7% | +95.8% |
| All | +660.9% | +1,753.5% | -1,092.5% | +181.8% |
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 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