+67.5%
MA vs APO
+134.3%
-66.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.0% |
| 7D | -1.8% | +0.1% | -1.8% | -1.8% |
| 30D | +1.4% | +3.9% | -2.5% | +0.1% |
| 3M | +17.7% | +3.8% | +14.0% | +15.8% |
| 6M | +9.7% | +22.3% | -12.6% | +1.8% |
| YTD | +0.5% | -7.8% | +8.3% | +1.6% |
| 1Y | -2.1% | -0.3% | -1.7% | -4.0% |
| 3Y | +40.1% | +57.1% | -17.0% | +11.6% |
| 5Y | +67.5% | +137.0% | -69.5% | +6.4% |
| All | +67.5% | +134.3% | -66.8% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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