+11.0%
MO vs APO
-2.1%
+13.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.4% |
| 7D | +0.1% | -3.5% | +3.7% | -0.2% |
| 30D | +7.1% | -6.6% | +13.7% | +6.5% |
| 3M | -2.0% | -3.3% | +1.3% | -1.8% |
| 6M | +7.3% | +22.6% | -15.3% | +9.9% |
| YTD | +23.5% | -9.8% | +33.2% | +24.5% |
| 1Y | +11.0% | -3.9% | +14.9% | +11.5% |
| All | +11.0% | -2.1% | +13.1% | +11.5% |
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 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