+136.0%
APO vs MTB
+103.4%
+32.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -1.0% | +1.1% | -2.1% | -1.6% |
| 30D | -0.4% | -4.6% | +4.2% | +2.4% |
| 3M | -0.9% | +6.3% | -7.1% | -4.6% |
| 6M | +22.1% | +15.6% | +6.5% | +11.5% |
| YTD | -8.4% | +20.6% | -28.9% | -18.2% |
| 1Y | -0.9% | +22.5% | -23.5% | -12.4% |
| 3Y | +56.1% | +114.4% | -58.3% | +3.4% |
| 5Y | +136.0% | +101.9% | +34.1% | +59.7% |
| All | +136.0% | +103.4% | +32.6% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling