+136.0%
APO vs BBWI
-68.8%
+204.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | +1.1% |
| 7D | -1.0% | -4.4% | +3.4% | +0.1% |
| 30D | -0.4% | -7.4% | +7.0% | +1.3% |
| 3M | -0.9% | -2.2% | +1.3% | -1.6% |
| 6M | +22.1% | -16.3% | +38.5% | +25.3% |
| YTD | -8.4% | -9.1% | +0.8% | -8.6% |
| 1Y | -0.9% | -34.5% | +33.6% | +7.1% |
| 3Y | +56.1% | -47.0% | +103.1% | +69.8% |
| 5Y | +136.0% | -68.8% | +204.9% | +205.5% |
| All | +136.0% | -68.8% | +204.8% | +205.5% |
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