+1,777.9%
APO vs MCO
+1,596.8%
+181.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | +0.1% |
| 7D | +0.1% | -2.7% | +2.8% | +1.8% |
| 30D | +3.9% | +0.9% | +2.9% | +3.2% |
| 3M | +3.8% | +8.7% | -4.9% | -2.1% |
| 6M | +22.3% | +2.4% | +19.9% | +19.4% |
| YTD | -7.8% | -5.2% | -2.6% | -6.3% |
| 1Y | -0.3% | -4.4% | +4.0% | +0.1% |
| 3Y | +57.1% | +45.1% | +12.0% | +21.7% |
| 5Y | +137.0% | +31.5% | +105.5% | +93.3% |
| 10Y | +946.8% | +380.7% | +566.1% | +336.6% |
| All | +1,777.9% | +1,596.8% | +181.2% | +385.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling