+853.3%
APO vs BBWI
-47.4%
+900.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.4% |
| 7D | +5.8% | +0.1% | +5.6% | +5.7% |
| 30D | +8.9% | +12.9% | -4.0% | +5.5% |
| 3M | -13.6% | +16.0% | -29.6% | -17.6% |
| 6M | -5.4% | +16.6% | -22.0% | -11.0% |
| YTD | -13.6% | +9.7% | -23.4% | -18.3% |
| 1Y | -2.5% | +1.5% | -4.0% | -7.3% |
| 3Y | +50.9% | -21.4% | +72.2% | +46.9% |
| 5Y | +81.4% | -67.6% | +148.9% | +115.0% |
| All | +853.3% | -47.4% | +900.8% | +646.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling