+76.5%
APO vs BBWI
-67.1%
+143.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +4.2% |
| 7D | +2.3% | -6.2% | +8.5% | +4.1% |
| 30D | +3.0% | +25.5% | -22.5% | -3.0% |
| 3M | -3.7% | +8.0% | -11.7% | -6.4% |
| 6M | -7.5% | +12.7% | -20.2% | -12.2% |
| YTD | -14.5% | +11.6% | -26.2% | -19.5% |
| 1Y | -6.2% | -0.9% | -5.3% | -9.9% |
| 3Y | +51.9% | -22.7% | +74.6% | +47.5% |
| 5Y | +76.5% | -67.2% | +143.6% | +125.5% |
| All | +76.5% | -67.1% | +143.6% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling