-17.3%
MCHP vs APO
+81.1%
-98.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.4% | -1.6% |
| 7D | +5.7% | +5.8% | 0.0% | +2.5% |
| 30D | -13.4% | +8.9% | -22.3% | -17.7% |
| 3M | -20.1% | -13.6% | -6.5% | -13.9% |
| 6M | -35.5% | -5.4% | -30.1% | -34.4% |
| YTD | -1.6% | -13.6% | +12.1% | +3.8% |
| 1Y | +15.5% | -2.5% | +18.0% | +12.9% |
| 3Y | -13.2% | +50.9% | -64.0% | -38.0% |
| All | -17.3% | +81.1% | -98.5% | -49.2% |
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 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