+67.0%
APO vs CDW
-10.5%
+77.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | 0.0% |
| 7D | +0.8% | +2.1% | -1.3% | -0.3% |
| 30D | +1.0% | +14.7% | -13.7% | -5.7% |
| 3M | -8.4% | +11.1% | -19.5% | -13.9% |
| 6M | -9.1% | +45.6% | -54.7% | -28.2% |
| YTD | -18.3% | +17.1% | -35.4% | -28.8% |
| 1Y | -8.0% | +13.2% | -21.1% | -18.1% |
| 3Y | +47.1% | -22.2% | +69.2% | +57.7% |
| All | +67.0% | -10.5% | +77.4% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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