+916.7%
APO vs ITW
+194.8%
+721.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | -0.1% |
| 7D | -3.5% | -0.7% | -2.8% | -3.0% |
| 30D | -6.6% | -8.3% | +1.8% | +0.2% |
| 3M | -3.3% | +6.0% | -9.3% | -8.1% |
| 6M | +22.6% | 0.0% | +22.6% | +21.1% |
| YTD | -9.8% | +10.2% | -20.0% | -18.3% |
| 1Y | -3.9% | +3.2% | -7.1% | -8.3% |
| 3Y | +52.5% | +21.0% | +31.5% | +26.7% |
| 5Y | +134.0% | +37.9% | +96.1% | +72.4% |
| All | +916.7% | +194.8% | +721.8% | +350.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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