+423.7%
APO vs MDB
+892.0%
-468.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.6% | 0.0% | +3.8% |
| 7D | +2.3% | -0.9% | +3.2% | +2.4% |
| 30D | +3.0% | -15.2% | +18.2% | +5.7% |
| 3M | -3.7% | -17.9% | +14.2% | -1.4% |
| 6M | -7.5% | +9.3% | -16.8% | -11.7% |
| YTD | -14.5% | -22.0% | +7.5% | -14.2% |
| 1Y | -6.2% | -9.3% | +3.2% | -9.2% |
| 3Y | +51.9% | -10.4% | +62.3% | +37.8% |
| 5Y | +76.5% | -43.2% | +119.7% | +58.6% |
| All | +423.7% | +892.0% | -468.3% | +182.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling