+845.7%
APO vs MOD
+920.5%
-74.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +1.2% |
| 7D | +8.1% | -17.8% | +25.9% | +12.0% |
| 30D | +3.4% | -43.2% | +46.7% | +17.0% |
| 3M | -6.6% | -46.0% | +39.4% | +6.2% |
| 6M | -7.1% | -62.2% | +55.2% | +13.6% |
| YTD | -14.1% | -22.8% | +8.7% | -15.5% |
| 1Y | -4.7% | -35.5% | +30.8% | -2.4% |
| 3Y | +51.3% | +128.2% | -76.9% | +2.7% |
| 5Y | +82.7% | +791.6% | -708.9% | -17.8% |
| 10Y | +845.7% | +886.3% | -40.6% | +263.2% |
| All | +845.7% | +920.5% | -74.8% | +263.2% |
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