+916.7%
APO vs GWRE
+131.0%
+785.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -3.5% | -13.2% | +9.7% | +1.2% |
| 30D | -6.6% | -18.6% | +12.0% | -1.2% |
| 3M | -3.3% | +18.9% | -22.2% | -12.2% |
| 6M | +22.6% | -11.0% | +33.5% | +21.0% |
| YTD | -9.8% | -29.9% | +20.1% | -3.1% |
| 1Y | -3.9% | -44.3% | +40.5% | +13.2% |
| 3Y | +52.5% | +51.7% | +0.8% | +8.5% |
| 5Y | +134.0% | +15.4% | +118.6% | +83.3% |
| All | +916.7% | +131.0% | +785.7% | +488.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling