+137.0%
APO vs BWA
+88.6%
+48.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.6% |
| 7D | +0.1% | +4.3% | -4.2% | -1.7% |
| 30D | +3.9% | -2.9% | +6.8% | +4.9% |
| 3M | +3.8% | -12.4% | +16.2% | +9.2% |
| 6M | +22.3% | +28.6% | -6.3% | +6.8% |
| YTD | -7.8% | +48.2% | -56.0% | -27.5% |
| 1Y | -0.3% | +50.9% | -51.3% | -22.8% |
| 3Y | +57.1% | +72.2% | -15.0% | +8.7% |
| 5Y | +137.0% | +91.1% | +45.9% | +39.3% |
| All | +137.0% | +88.6% | +48.4% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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