+127.3%
APO vs MCO
+26.6%
+100.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.3% |
| 7D | -4.9% | -7.3% | +2.4% | +0.2% |
| 30D | -8.4% | -1.7% | -6.7% | -7.4% |
| 3M | -2.1% | +3.9% | -6.0% | -5.5% |
| 6M | +19.2% | +3.8% | +15.4% | +14.8% |
| YTD | -10.5% | -7.9% | -2.6% | -6.9% |
| 1Y | -2.7% | -6.8% | +4.1% | -0.4% |
| 3Y | +52.5% | +40.9% | +11.5% | +13.3% |
| All | +127.3% | +26.6% | +100.7% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling