+1,659.1%
APO vs AWK
+660.2%
+998.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.3% |
| 7D | +5.8% | +0.1% | +5.6% | +5.7% |
| 30D | +8.9% | +14.3% | -5.4% | +4.2% |
| 3M | -13.6% | +10.3% | -23.9% | -16.5% |
| 6M | -5.4% | +18.9% | -24.3% | -11.1% |
| YTD | -13.6% | +17.7% | -31.4% | -19.3% |
| 1Y | -2.5% | +16.9% | -19.3% | -8.7% |
| 3Y | +50.9% | +32.2% | +18.7% | +27.6% |
| 5Y | +81.4% | -2.2% | +83.6% | +74.5% |
| 10Y | +843.9% | +156.1% | +687.8% | +521.3% |
| All | +1,659.1% | +660.2% | +998.9% | +556.8% |
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