+10.5%
MO vs APO
+1.9%
+8.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | +0.3% | -1.0% | +1.3% | +0.2% |
| 30D | +0.6% | +3.5% | -2.8% | +1.2% |
| 3M | -1.0% | +4.5% | -5.5% | -0.2% |
| 6M | +4.3% | +22.8% | -18.4% | +7.0% |
| YTD | +23.3% | -6.5% | +29.8% | +24.7% |
| 1Y | +10.5% | +0.8% | +9.6% | +11.4% |
| All | +10.5% | +1.9% | +8.6% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling