+1,570.8%
APO vs MLM
+595.3%
+975.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.2% | +0.7% | -1.9% |
| 7D | -1.1% | -1.2% | +0.1% | -0.3% |
| 30D | +1.1% | +7.9% | -6.8% | -2.7% |
| 3M | -9.2% | -4.5% | -4.8% | -7.2% |
| 6M | -9.2% | -12.6% | +3.4% | -3.6% |
| YTD | -18.0% | -14.9% | -3.1% | -12.5% |
| 1Y | -10.9% | -13.1% | +2.2% | -6.0% |
| 3Y | +44.4% | +21.2% | +23.2% | +28.8% |
| 5Y | +67.9% | +32.0% | +35.9% | +42.9% |
| 10Y | +876.2% | +195.3% | +680.8% | +440.3% |
| All | +1,570.8% | +595.3% | +975.5% | +534.8% |
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