+837.0%
APO vs MOD
+822.6%
+14.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +3.5% | +16.1% | -12.6% | -0.4% |
| 30D | +4.4% | -38.5% | +42.9% | +15.7% |
| 3M | -12.1% | -46.8% | +34.7% | +0.4% |
| 6M | -7.2% | -61.6% | +54.4% | +13.0% |
| YTD | -15.1% | -20.5% | +5.4% | -17.1% |
| 1Y | -7.7% | -28.0% | +20.4% | -8.1% |
| 3Y | +49.6% | +134.9% | -85.3% | +0.6% |
| 5Y | +78.3% | +833.2% | -754.9% | -20.9% |
| All | +837.0% | +822.6% | +14.3% | +251.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling