+1,570.8%
APO vs MOD
+473.0%
+1,097.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.3% | +2.8% | -2.7% |
| 7D | -1.1% | -34.2% | +33.1% | +8.3% |
| 30D | +1.1% | -51.9% | +53.0% | +19.3% |
| 3M | -9.2% | -53.0% | +43.8% | +6.9% |
| 6M | -9.2% | -66.4% | +57.1% | +14.2% |
| YTD | -18.0% | -31.5% | +13.6% | -16.5% |
| 1Y | -10.9% | -39.6% | +28.7% | -7.1% |
| 3Y | +44.4% | +116.8% | -72.4% | +0.2% |
| 5Y | +67.9% | +713.8% | -645.9% | -21.4% |
| 10Y | +876.2% | +882.7% | -6.5% | +254.2% |
| All | +1,570.8% | +473.0% | +1,097.8% | +547.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling