+1,649.0%
APO vs MAS
+813.9%
+835.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.6% | +2.5% | +5.5% |
| 7D | +8.2% | +14.2% | -6.0% | +1.8% |
| 30D | +6.4% | +26.8% | -20.4% | -4.8% |
| 3M | -7.4% | +13.1% | -20.6% | -12.9% |
| 6M | -4.2% | +27.9% | -32.1% | -15.8% |
| YTD | -14.1% | +38.7% | -52.8% | -28.3% |
| 1Y | -4.4% | +40.4% | -44.8% | -20.6% |
| 3Y | +51.2% | +66.1% | -14.9% | +14.1% |
| 5Y | +75.0% | +47.4% | +27.6% | +37.9% |
| 10Y | +921.9% | +238.3% | +683.5% | +470.4% |
| All | +1,649.0% | +813.9% | +835.1% | +566.2% |
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