+97.5%
MO vs APO
+133.6%
-36.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -2.4% | -1.0% | -1.4% | -2.4% |
| 30D | +3.6% | -0.4% | +4.0% | +3.6% |
| 3M | -3.7% | -0.9% | -2.8% | -3.7% |
| 6M | +4.5% | +22.1% | -17.6% | +3.7% |
| YTD | +21.5% | -8.4% | +29.9% | +22.0% |
| 1Y | +9.5% | -0.9% | +10.5% | +9.4% |
| 3Y | +93.6% | +56.1% | +37.4% | +81.4% |
| All | +97.5% | +133.6% | -36.1% | +69.3% |
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