+33.1%
MA vs APO
-12.1%
+45.3%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | +2.3% | +0.8% | +1.5% | +2.2% |
| 30D | +14.7% | +1.0% | +13.6% | +14.4% |
| 3M | +13.5% | -8.4% | +21.9% | +14.4% |
| 6M | +33.1% | -9.1% | +42.2% | +34.2% |
| All | +33.1% | -12.1% | +45.3% | +34.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling