+908.2%
APO vs MTB
+172.9%
+735.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.8% | -2.6% |
| 7D | -4.9% | -0.4% | -4.5% | -4.7% |
| 30D | -8.4% | -4.6% | -3.8% | -6.0% |
| 3M | -2.1% | +7.4% | -9.5% | -6.2% |
| 6M | +19.2% | +18.7% | +0.6% | +7.7% |
| YTD | -10.5% | +21.1% | -31.6% | -20.0% |
| 1Y | -2.7% | +24.1% | -26.8% | -14.2% |
| 3Y | +52.5% | +115.3% | -62.9% | -1.1% |
| 5Y | +132.1% | +106.0% | +26.0% | +49.5% |
| All | +908.2% | +172.9% | +735.3% | +415.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling