+542.0%
MS vs APO
+837.1%
-295.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | -0.1% |
| 7D | +5.1% | +5.8% | -0.7% | +2.2% |
| 30D | +5.7% | +8.9% | -3.2% | +1.1% |
| 3M | -12.2% | -13.6% | +1.5% | -5.9% |
| 6M | -0.5% | -5.4% | +4.9% | +1.2% |
| YTD | +9.8% | -13.6% | +23.5% | +15.8% |
| 1Y | +17.7% | -2.5% | +20.2% | +16.7% |
| 3Y | +176.8% | +50.9% | +126.0% | +113.8% |
| 5Y | +123.7% | +81.4% | +42.3% | +50.9% |
| All | +542.0% | +837.1% | -295.1% | +84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling