+0.8%
APO vs MCO
+0.4%
+0.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.1% |
| 7D | -1.0% | -4.2% | +3.1% | +0.3% |
| 30D | +3.5% | +2.2% | +1.3% | +2.7% |
| 3M | +4.5% | +10.1% | -5.6% | +1.3% |
| 6M | +22.8% | +5.3% | +17.5% | +20.0% |
| YTD | -6.5% | -2.7% | -3.8% | -5.8% |
| 1Y | +0.8% | -0.4% | +1.2% | -0.4% |
| All | +0.8% | +0.4% | +0.5% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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