+174.8%
MS vs APO
+50.3%
+124.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.7% | -1.5% | +0.9% |
| 7D | +0.7% | +2.3% | -1.6% | -0.4% |
| 30D | -0.9% | +3.0% | -3.9% | -2.5% |
| 3M | -13.0% | -3.7% | -9.3% | -11.9% |
| 6M | -2.0% | -7.5% | +5.5% | +0.8% |
| YTD | +7.8% | -14.5% | +22.3% | +14.3% |
| 1Y | +17.9% | -6.2% | +24.0% | +19.0% |
| 3Y | +174.8% | +51.9% | +122.9% | +137.9% |
| All | +174.8% | +50.3% | +124.5% | +137.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling