-5.1%
APO vs MOD
-33.9%
+28.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.9% | -5.2% | +3.8% |
| 7D | +2.3% | -13.9% | +16.2% | +2.9% |
| 30D | +3.0% | -41.5% | +44.5% | +8.5% |
| 3M | -3.7% | -45.7% | +42.0% | +2.1% |
| 6M | -7.5% | -61.1% | +53.6% | +1.5% |
| YTD | -14.5% | -20.5% | +6.0% | -15.9% |
| All | -5.1% | -33.9% | +28.8% | -4.0% |
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