+1,804.4%
APO vs MLM
+578.1%
+1,226.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -1.2% |
| 7D | -1.0% | -2.9% | +1.9% | +0.4% |
| 30D | +3.5% | -6.8% | +10.3% | +7.1% |
| 3M | +4.5% | -11.2% | +15.8% | +10.4% |
| 6M | +22.8% | -21.8% | +44.6% | +37.4% |
| YTD | -6.5% | -17.0% | +10.5% | +1.0% |
| 1Y | +0.8% | -16.4% | +17.2% | +8.5% |
| 3Y | +62.0% | +14.5% | +47.5% | +48.3% |
| 5Y | +138.2% | +41.7% | +96.5% | +96.2% |
| 10Y | +940.3% | +200.0% | +740.2% | +472.8% |
| All | +1,804.4% | +578.1% | +1,226.3% | +633.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling