+1,804.4%
APO vs MTB
+321.5%
+1,482.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.0% | +1.7% | -2.7% | -2.0% |
| 30D | +3.5% | -4.2% | +7.7% | +6.0% |
| 3M | +4.5% | +8.9% | -4.3% | -0.6% |
| 6M | +22.8% | +10.9% | +11.9% | +15.3% |
| YTD | -6.5% | +21.5% | -28.0% | -16.5% |
| 1Y | +0.8% | +21.9% | -21.1% | -10.1% |
| 3Y | +62.0% | +109.2% | -47.3% | +6.6% |
| 5Y | +138.2% | +102.0% | +36.3% | +55.2% |
| 10Y | +940.3% | +171.9% | +768.3% | +418.5% |
| All | +1,804.4% | +321.5% | +1,482.9% | +667.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling