+67.0%
APO vs MAS
+39.2%
+27.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.6% |
| 7D | +0.8% | +2.0% | -1.2% | 0.0% |
| 30D | +1.0% | +19.4% | -18.3% | -7.8% |
| 3M | -8.4% | +9.4% | -17.8% | -12.8% |
| 6M | -9.1% | +15.3% | -24.4% | -16.9% |
| YTD | -18.3% | +31.3% | -49.6% | -31.9% |
| 1Y | -8.0% | +34.9% | -42.8% | -24.6% |
| 3Y | +47.1% | +58.6% | -11.5% | +5.1% |
| All | +67.0% | +39.2% | +27.8% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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