+129.2%
APO vs MTUM
+78.7%
+50.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | -0.4% |
| 7D | -3.5% | +0.7% | -4.2% | -4.2% |
| 30D | -6.6% | -2.4% | -4.1% | -4.6% |
| 3M | -3.3% | -3.6% | +0.4% | -2.2% |
| 6M | +22.6% | +23.7% | -1.1% | -8.8% |
| YTD | -9.8% | +22.9% | -32.7% | -32.7% |
| 1Y | -3.9% | +21.8% | -25.6% | -27.7% |
| 3Y | +52.5% | +114.4% | -62.0% | -41.5% |
| All | +129.2% | +78.7% | +50.5% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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