+47.1%
APO vs MLM
+18.7%
+28.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.6% |
| 7D | +0.8% | -4.1% | +4.9% | +3.4% |
| 30D | +1.0% | +8.2% | -7.1% | -3.2% |
| 3M | -8.4% | -3.6% | -4.8% | -6.4% |
| 6M | -9.1% | -15.6% | +6.5% | -0.5% |
| YTD | -18.3% | -16.4% | -1.9% | -11.4% |
| 1Y | -8.0% | -14.3% | +6.4% | -2.1% |
| 3Y | +47.1% | +19.3% | +27.7% | +30.3% |
| All | +47.1% | +18.7% | +28.3% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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