-3.9%
APO vs MAGS
+15.0%
-18.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.3% |
| 7D | -3.5% | +0.6% | -4.2% | -3.8% |
| 30D | -6.6% | +3.2% | -9.8% | -8.1% |
| 3M | -3.3% | +7.7% | -10.9% | -7.0% |
| 6M | +22.6% | +12.5% | +10.1% | +15.5% |
| YTD | -9.8% | +6.0% | -15.7% | -12.7% |
| 1Y | -3.9% | +14.4% | -18.3% | -12.2% |
| All | -3.9% | +15.0% | -18.9% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 1y: compounded portfolio wealth divided by compounded MAGS 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…
1y analysis · Full analysis span regression · 6 months rolling