+1,804.4%
APO vs MAS
+665.2%
+1,139.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.4% |
| 7D | -1.0% | -0.8% | -0.3% | -0.7% |
| 30D | +3.5% | -5.6% | +9.0% | +6.2% |
| 3M | +4.5% | +4.4% | +0.1% | +1.4% |
| 6M | +22.8% | +7.2% | +15.6% | +16.5% |
| YTD | -6.5% | +16.1% | -22.6% | -15.0% |
| 1Y | +0.8% | +0.1% | +0.7% | -1.9% |
| 3Y | +62.0% | +28.3% | +33.7% | +37.7% |
| 5Y | +138.2% | +30.5% | +107.8% | +98.9% |
| 10Y | +940.3% | +139.1% | +801.1% | +563.0% |
| All | +1,804.4% | +665.2% | +1,139.2% | +689.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling