+67.0%
APO vs MDB
-44.1%
+111.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.0% |
| 7D | +0.8% | -11.4% | +12.2% | +3.0% |
| 30D | +1.0% | -13.8% | +14.9% | +3.5% |
| 3M | -8.4% | -15.5% | +7.1% | -6.8% |
| 6M | -9.1% | +17.9% | -27.0% | -15.1% |
| YTD | -18.3% | -25.5% | +7.1% | -17.3% |
| 1Y | -8.0% | -12.1% | +4.1% | -10.7% |
| 3Y | +47.1% | -5.9% | +52.9% | +29.4% |
| All | +67.0% | -44.1% | +111.0% | +46.7% |
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