+51.9%
APO vs MOD
+148.6%
-96.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.9% | -5.2% | +2.5% |
| 7D | +2.3% | -13.9% | +16.2% | +4.4% |
| 30D | +3.0% | -41.5% | +44.5% | +14.7% |
| 3M | -3.7% | -45.7% | +42.0% | +8.4% |
| 6M | -7.5% | -61.1% | +53.6% | +11.1% |
| YTD | -14.5% | -20.5% | +6.0% | -18.2% |
| 1Y | -6.2% | -32.1% | +26.0% | -6.9% |
| 3Y | +51.9% | +146.5% | -94.5% | +4.8% |
| All | +51.9% | +148.6% | -96.7% | +4.8% |
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