+916.7%
APO vs MCO
+393.6%
+523.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | -0.3% |
| 7D | -3.5% | -3.8% | +0.3% | -0.8% |
| 30D | -6.6% | -0.4% | -6.2% | -6.4% |
| 3M | -3.3% | +7.7% | -11.0% | -9.1% |
| 6M | +22.6% | +7.0% | +15.6% | +15.3% |
| YTD | -9.8% | -6.4% | -3.4% | -7.4% |
| 1Y | -3.9% | -7.6% | +3.8% | -1.1% |
| 3Y | +52.5% | +43.2% | +9.2% | +12.2% |
| 5Y | +134.0% | +29.6% | +104.4% | +83.0% |
| All | +916.7% | +393.6% | +523.1% | +254.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling