+7.8%
PM vs APO
-7.7%
+15.5%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.7% | -7.1% | -2.6% |
| 7D | -7.3% | +2.3% | -9.6% | -7.3% |
| 30D | -4.0% | +3.0% | -7.0% | -4.2% |
| 3M | +2.7% | -3.7% | +6.5% | +2.6% |
| All | +7.8% | -7.7% | +15.5% | +7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling