+50.2%
APO vs MTB
+105.4%
-55.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +0.2% | -2.0% | +2.1% | +1.7% |
| 30D | +3.1% | +0.1% | +3.0% | +3.3% |
| 3M | -12.0% | -12.1% | +0.1% | -3.6% |
| 6M | -5.0% | +7.3% | -12.3% | -9.9% |
| YTD | -14.0% | +11.5% | -25.5% | -20.7% |
| 1Y | -5.9% | +21.3% | -27.2% | -18.3% |
| All | +50.2% | +105.4% | -55.2% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling