+137.0%
APO vs AWK
-15.0%
+152.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +0.1% | +2.2% | -2.1% | -0.1% |
| 30D | +3.9% | +4.4% | -0.6% | +3.5% |
| 3M | +3.8% | +15.4% | -11.6% | +2.4% |
| 6M | +22.3% | +3.5% | +18.8% | +21.9% |
| YTD | -7.8% | +9.8% | -17.6% | -8.9% |
| 1Y | -0.3% | +3.0% | -3.3% | -0.7% |
| 3Y | +57.1% | +9.7% | +47.5% | +50.1% |
| 5Y | +137.0% | -17.2% | +154.1% | +126.1% |
| All | +137.0% | -15.0% | +152.0% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling