+916.7%
APO vs GWW
+570.2%
+346.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.5% |
| 7D | -3.5% | -3.4% | -0.1% | -1.8% |
| 30D | -6.6% | -1.9% | -4.6% | -5.7% |
| 3M | -3.3% | -2.4% | -0.9% | -2.3% |
| 6M | +22.6% | +15.7% | +6.9% | +12.7% |
| YTD | -9.8% | +27.6% | -37.4% | -21.7% |
| 1Y | -3.9% | +27.2% | -31.1% | -16.5% |
| 3Y | +52.5% | +89.7% | -37.2% | +7.9% |
| 5Y | +134.0% | +223.9% | -89.9% | +23.7% |
| All | +916.7% | +570.2% | +346.5% | +323.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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