+1,804.4%
APO vs MOD
+1,120.4%
+684.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.7% |
| 7D | -1.0% | +9.6% | -10.6% | -3.4% |
| 30D | +3.5% | 0.0% | +3.4% | +3.1% |
| 3M | +4.5% | -35.4% | +39.9% | +15.1% |
| 6M | +22.8% | -7.3% | +30.1% | +20.9% |
| YTD | -6.5% | +45.8% | -52.3% | -19.5% |
| 1Y | +0.8% | +43.1% | -42.3% | -14.1% |
| 3Y | +62.0% | +297.7% | -235.7% | -1.8% |
| 5Y | +138.2% | +1,478.8% | -1,340.5% | -3.8% |
| 10Y | +940.3% | +1,633.4% | -693.1% | +233.6% |
| All | +1,804.4% | +1,120.4% | +684.0% | +524.3% |
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 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