+137.0%
APO vs MDB
-26.9%
+163.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.7% |
| 7D | +0.1% | -18.0% | +18.1% | +3.9% |
| 30D | +3.9% | -10.7% | +14.6% | +5.9% |
| 3M | +3.8% | +1.0% | +2.8% | +2.6% |
| 6M | +22.3% | +31.6% | -9.3% | +12.8% |
| YTD | -7.8% | -15.2% | +7.4% | -7.9% |
| 1Y | -0.3% | +10.1% | -10.5% | -6.8% |
| 3Y | +57.1% | -5.6% | +62.8% | +40.1% |
| 5Y | +137.0% | -24.5% | +161.5% | +100.0% |
| All | +137.0% | -26.9% | +163.8% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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