+21.7%
MAR vs APO
-5.7%
+27.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | +1.8% | +3.5% | -1.7% | +1.4% |
| 30D | +14.3% | +4.4% | +9.9% | +13.8% |
| 3M | +20.0% | -12.1% | +32.1% | +20.4% |
| 6M | +21.7% | -7.2% | +29.0% | +22.0% |
| All | +21.7% | -5.7% | +27.5% | +22.0% |
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