+1,804.4%
APO vs BBWI
+45.2%
+1,759.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.5% | -1.4% |
| 7D | -1.0% | +1.5% | -2.5% | -1.4% |
| 30D | +3.5% | -5.2% | +8.7% | +4.5% |
| 3M | +4.5% | +11.1% | -6.6% | +0.4% |
| 6M | +22.8% | -13.4% | +36.2% | +24.7% |
| YTD | -6.5% | +0.1% | -6.6% | -9.0% |
| 1Y | +0.8% | -36.1% | +37.0% | +9.0% |
| 3Y | +62.0% | -44.1% | +106.1% | +73.5% |
| 5Y | +138.2% | -66.2% | +204.5% | +181.9% |
| 10Y | +940.3% | -54.8% | +995.0% | +810.2% |
| All | +1,804.4% | +45.2% | +1,759.2% | +954.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling