+957.6%
APO vs MOD
+1,604.6%
-646.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.7% |
| 7D | -1.0% | +9.6% | -10.6% | -3.4% |
| 30D | +3.5% | 0.0% | +3.4% | +3.1% |
| 3M | +4.5% | -35.4% | +39.9% | +15.2% |
| 6M | +22.8% | -7.3% | +30.1% | +20.9% |
| YTD | -6.5% | +45.8% | -52.3% | -19.7% |
| 1Y | +0.8% | +43.1% | -42.3% | -14.4% |
| 3Y | +62.0% | +297.7% | -235.7% | -2.7% |
| 5Y | +138.2% | +1,478.8% | -1,340.5% | -5.2% |
| All | +957.6% | +1,604.6% | -646.9% | +243.2% |
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