+1,628.9%
APO vs AWK
+649.9%
+978.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | +3.5% | -2.6% | +6.1% | +4.4% |
| 30D | +4.4% | +14.2% | -9.8% | -0.1% |
| 3M | -12.1% | +10.0% | -22.1% | -14.9% |
| 6M | -7.2% | +17.1% | -24.3% | -12.4% |
| YTD | -15.1% | +16.1% | -31.2% | -20.3% |
| 1Y | -7.7% | +17.5% | -25.2% | -13.8% |
| 3Y | +49.6% | +29.3% | +20.3% | +27.6% |
| 5Y | +78.3% | -3.5% | +81.8% | +72.3% |
| 10Y | +827.7% | +152.7% | +675.0% | +513.4% |
| All | +1,628.9% | +649.9% | +978.9% | +548.4% |
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