-4.7%
APO vs MOD
-35.8%
+31.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.7% |
| 7D | +8.1% | -17.8% | +25.9% | +9.2% |
| 30D | +3.4% | -43.2% | +46.7% | +9.2% |
| 3M | -6.6% | -46.0% | +39.4% | -1.1% |
| 6M | -7.1% | -62.2% | +55.2% | +2.2% |
| YTD | -14.1% | -22.8% | +8.7% | -15.3% |
| 1Y | -4.7% | -35.5% | +30.8% | -3.3% |
| All | -4.7% | -35.8% | +31.1% | -3.3% |
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 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