+1,563.3%
APO vs MSCI
+1,894.9%
-331.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | +0.7% |
| 7D | +0.8% | +2.8% | -2.0% | -0.5% |
| 30D | +1.0% | +15.4% | -14.4% | -6.0% |
| 3M | -8.4% | +13.4% | -21.8% | -14.0% |
| 6M | -9.1% | +10.9% | -20.0% | -14.7% |
| YTD | -18.3% | +13.0% | -31.3% | -24.6% |
| 1Y | -8.0% | +12.0% | -20.0% | -14.7% |
| 3Y | +47.1% | +34.1% | +13.0% | +20.6% |
| 5Y | +67.2% | +3.9% | +63.3% | +53.1% |
| 10Y | +871.8% | +802.0% | +69.8% | +223.3% |
| All | +1,563.3% | +1,894.9% | -331.6% | +295.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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