+2,387.3%
MA vs APO
+1,753.5%
+633.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -2.7% | -1.0% | -1.7% | -2.4% |
| 30D | +1.5% | +3.5% | -1.9% | +0.1% |
| 3M | +20.4% | +4.5% | +15.9% | +17.7% |
| 6M | +11.1% | +22.8% | -11.6% | +1.8% |
| YTD | +2.0% | -6.5% | +8.5% | +2.4% |
| 1Y | -2.2% | +0.8% | -3.0% | -5.0% |
| 3Y | +41.9% | +62.0% | -20.1% | +10.4% |
| 5Y | +75.4% | +138.2% | -62.9% | +13.4% |
| 10Y | +527.5% | +940.3% | -412.7% | +135.9% |
| All | +2,387.3% | +1,753.5% | +633.8% | +641.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling