+120.0%
APO vs MAGS
+187.7%
-67.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.9% |
| 7D | -1.0% | +0.8% | -1.8% | -1.6% |
| 30D | -0.4% | +0.4% | -0.8% | -0.7% |
| 3M | -0.9% | +5.6% | -6.5% | -5.0% |
| 6M | +22.1% | +12.3% | +9.8% | +11.4% |
| YTD | -8.4% | +5.1% | -13.5% | -12.1% |
| 1Y | -0.9% | +14.0% | -14.9% | -11.1% |
| 3Y | +56.1% | +129.4% | -73.2% | -12.4% |
| All | +120.0% | +187.7% | -67.7% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling