+433.8%
MAR vs APO
+945.2%
-511.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | -0.5% | -3.5% | +3.0% | +0.9% |
| 30D | -5.4% | -6.6% | +1.1% | -2.9% |
| 3M | -15.5% | -3.3% | -12.2% | -15.1% |
| 6M | +3.0% | +22.6% | -19.6% | -7.0% |
| YTD | +8.5% | -9.8% | +18.3% | +10.9% |
| 1Y | +26.0% | -3.9% | +29.8% | +24.5% |
| 3Y | +68.6% | +52.5% | +16.1% | +31.8% |
| 5Y | +157.4% | +134.0% | +23.4% | +59.8% |
| All | +433.8% | +945.2% | -511.4% | +109.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling