+50.9%
APO vs M
+158.0%
-107.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.4% |
| 7D | +5.8% | +7.0% | -1.3% | +4.0% |
| 30D | +8.9% | +8.9% | 0.0% | +6.7% |
| 3M | -13.6% | +4.5% | -18.1% | -14.7% |
| 6M | -5.4% | +36.2% | -41.6% | -13.1% |
| YTD | -13.6% | +15.1% | -28.8% | -17.5% |
| 1Y | -2.5% | +27.4% | -29.9% | -9.3% |
| 3Y | +50.9% | +160.1% | -109.3% | +27.5% |
| All | +50.9% | +158.0% | -107.1% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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