+50.9%
APO vs MKC
-21.4%
+72.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.6% | +1.6% |
| 7D | +5.8% | -3.0% | +8.7% | +6.1% |
| 30D | +8.9% | +4.8% | +4.1% | +8.7% |
| 3M | -13.6% | -12.8% | -0.8% | -12.9% |
| 6M | -5.4% | +5.0% | -10.4% | -5.9% |
| YTD | -13.6% | -29.1% | +15.4% | -11.0% |
| 1Y | -2.5% | -26.4% | +23.9% | -0.1% |
| 3Y | +50.9% | -21.6% | +72.5% | +60.7% |
| All | +50.9% | -21.4% | +72.3% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling