+50.9%
APO vs MOD
+201.5%
-150.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +27.9% | -26.1% | -4.0% |
| 7D | +5.8% | +40.4% | -34.7% | -2.3% |
| 30D | +8.9% | -14.0% | +22.9% | +10.6% |
| 3M | -13.6% | -33.3% | +19.7% | -7.4% |
| 6M | -5.4% | -51.4% | +46.0% | +7.9% |
| YTD | -13.6% | +1.6% | -15.2% | -22.0% |
| 1Y | -2.5% | +5.4% | -7.9% | -13.8% |
| 3Y | +50.9% | +191.0% | -140.1% | -0.6% |
| All | +50.9% | +201.5% | -150.6% | -0.6% |
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