+2,140.7%
APO vs GWRE
+749.2%
+1,391.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.0% | +4.4% | +0.9% |
| 7D | -1.0% | -26.2% | +25.2% | +7.4% |
| 30D | -0.4% | -17.8% | +17.4% | +4.4% |
| 3M | -0.9% | +14.2% | -15.1% | -7.5% |
| 6M | +22.1% | -12.9% | +35.0% | +21.9% |
| YTD | -8.4% | -29.2% | +20.9% | -3.0% |
| 1Y | -0.9% | -44.4% | +43.5% | +13.4% |
| 3Y | +56.1% | +51.1% | +5.1% | +21.9% |
| 5Y | +136.0% | +16.5% | +119.5% | +95.8% |
| 10Y | +949.3% | +131.6% | +817.7% | +611.1% |
| All | +2,140.7% | +749.2% | +1,391.6% | +1,203.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling