-17.6%
APO vs MULL
+2,620.5%
-2,638.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.4% | -6.0% | -1.1% |
| 7D | -1.0% | +14.8% | -15.8% | -2.2% |
| 30D | -0.4% | +36.6% | -36.9% | -3.4% |
| 3M | -0.9% | -8.9% | +8.0% | -4.4% |
| 6M | +22.1% | +311.9% | -289.8% | -7.0% |
| YTD | -8.4% | +579.8% | -588.2% | -37.3% |
| 1Y | -0.9% | +2,421.5% | -2,422.5% | -49.7% |
| All | -17.6% | +2,620.5% | -2,638.1% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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