-4.4%
APO vs MOD
-33.0%
+28.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -21.4% | +29.5% | +9.8% |
| 7D | +8.2% | -31.3% | +39.5% | +11.6% |
| 30D | +6.4% | -46.1% | +52.5% | +13.2% |
| 3M | -7.4% | -51.1% | +43.7% | -0.6% |
| 6M | -4.2% | -62.1% | +57.9% | +5.4% |
| YTD | -14.1% | -26.2% | +12.0% | -15.5% |
| 1Y | -4.4% | -32.6% | +28.2% | -5.4% |
| All | -4.4% | -33.0% | +28.6% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling