+47.7%
APO vs MOD
+116.8%
-69.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.3% | +2.8% | -2.9% |
| 7D | -1.1% | -34.2% | +33.1% | +7.2% |
| 30D | +1.1% | -51.9% | +53.0% | +17.7% |
| 3M | -9.2% | -53.0% | +43.8% | +5.5% |
| 6M | -9.2% | -66.4% | +57.1% | +12.5% |
| YTD | -18.0% | -31.5% | +13.6% | -18.8% |
| 1Y | -10.9% | -39.6% | +28.7% | -9.6% |
| All | +47.7% | +116.8% | -69.1% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling