+112.4%
MS vs APO
+67.1%
+45.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -1.6% | +0.8% | -2.3% | -2.0% |
| 30D | -3.8% | +1.0% | -4.8% | -4.5% |
| 3M | -14.6% | -8.4% | -6.2% | -11.4% |
| 6M | -5.1% | -9.1% | +4.0% | -1.6% |
| YTD | +4.5% | -18.3% | +22.9% | +13.2% |
| 1Y | +13.5% | -8.0% | +21.5% | +15.7% |
| 3Y | +160.4% | +47.1% | +113.3% | +106.0% |
| All | +112.4% | +67.1% | +45.4% | +51.1% |
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