+857.2%
APO vs MOD
+911.6%
-54.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.2% | -1.8% |
| 7D | +0.8% | -25.5% | +26.3% | +6.9% |
| 30D | +1.0% | -49.0% | +50.0% | +17.4% |
| 3M | -8.4% | -49.8% | +41.4% | +6.1% |
| 6M | -9.1% | -64.8% | +55.7% | +13.1% |
| YTD | -18.3% | -27.6% | +9.3% | -18.3% |
| 1Y | -8.0% | -35.2% | +27.2% | -6.1% |
| 3Y | +47.1% | +137.1% | -90.1% | -1.4% |
| 5Y | +67.2% | +760.3% | -693.1% | -24.3% |
| All | +857.2% | +911.6% | -54.4% | +263.5% |
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