+1,659.1%
APO vs MTB
+288.6%
+1,370.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | +5.8% | +1.5% | +4.2% | +4.9% |
| 30D | +8.9% | +2.3% | +6.5% | +7.7% |
| 3M | -13.6% | -12.1% | -1.5% | -7.0% |
| 6M | -5.4% | +9.8% | -15.2% | -10.4% |
| YTD | -13.6% | +12.0% | -25.6% | -19.1% |
| 1Y | -2.5% | +22.0% | -24.5% | -13.0% |
| 3Y | +50.9% | +107.6% | -56.8% | +0.6% |
| 5Y | +81.4% | +61.9% | +19.5% | +34.4% |
| 10Y | +843.9% | +116.3% | +727.6% | +435.3% |
| All | +1,659.1% | +288.6% | +1,370.5% | +643.5% |
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 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