+908.2%
APO vs AWK
+135.6%
+772.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -4.9% | -0.7% | -4.1% | -4.7% |
| 30D | -8.4% | +2.8% | -11.2% | -9.3% |
| 3M | -2.1% | +11.3% | -13.4% | -5.8% |
| 6M | +19.2% | +6.7% | +12.5% | +15.8% |
| YTD | -10.5% | +9.4% | -19.9% | -14.2% |
| 1Y | -2.7% | +3.7% | -6.4% | -5.2% |
| 3Y | +52.5% | +9.2% | +43.2% | +39.0% |
| 5Y | +132.1% | -15.7% | +147.8% | +138.3% |
| All | +908.2% | +135.6% | +772.6% | +647.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AWK 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling