+1,804.4%
APO vs AWK
+610.7%
+1,193.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.0% | +1.7% | -2.7% | -1.6% |
| 30D | +3.5% | +5.6% | -2.1% | +1.6% |
| 3M | +4.5% | +15.9% | -11.3% | -0.8% |
| 6M | +22.8% | +4.6% | +18.2% | +20.0% |
| YTD | -6.5% | +10.1% | -16.6% | -10.6% |
| 1Y | +0.8% | +2.1% | -1.3% | -1.2% |
| 3Y | +62.0% | +9.8% | +52.1% | +47.9% |
| 5Y | +138.2% | -15.4% | +153.6% | +142.3% |
| 10Y | +940.3% | +129.4% | +810.9% | +609.9% |
| All | +1,804.4% | +610.7% | +1,193.7% | +627.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling