+1,056.3%
APO vs MTUM
+609.5%
+446.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.8% |
| 7D | -1.0% | +4.1% | -5.1% | -5.0% |
| 30D | -0.4% | +0.6% | -1.0% | -1.4% |
| 3M | -0.9% | -0.6% | -0.2% | -2.9% |
| 6M | +22.1% | +25.3% | -3.2% | -8.5% |
| YTD | -8.4% | +23.8% | -32.2% | -30.7% |
| 1Y | -0.9% | +25.4% | -26.3% | -26.4% |
| 3Y | +56.1% | +117.3% | -61.1% | -34.7% |
| 5Y | +136.0% | +79.7% | +56.3% | +22.3% |
| 10Y | +949.3% | +359.6% | +589.7% | +106.8% |
| All | +1,056.3% | +609.5% | +446.8% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling