+859.9%
MS vs APO
+1,526.1%
-666.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.5% | -1.5% | -3.7% |
| 7D | -3.4% | -1.1% | -2.3% | -3.0% |
| 30D | -3.9% | +1.1% | -5.0% | -4.7% |
| 3M | -15.9% | -9.2% | -6.7% | -12.3% |
| 6M | -2.5% | -9.2% | +6.8% | +1.2% |
| YTD | +5.1% | -18.0% | +23.1% | +13.7% |
| 1Y | +13.0% | -10.9% | +23.8% | +17.0% |
| 3Y | +160.7% | +44.4% | +116.2% | +105.4% |
| 5Y | +114.0% | +67.9% | +46.1% | +50.1% |
| 10Y | +637.5% | +876.2% | -238.7% | +94.2% |
| All | +859.9% | +1,526.1% | -666.2% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling