+54.8%
APO vs ITW
+18.4%
+36.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.5% |
| 7D | -1.0% | -1.9% | +0.9% | +0.3% |
| 30D | -0.4% | -10.4% | +10.0% | +7.1% |
| 3M | -0.9% | +3.5% | -4.4% | -3.5% |
| 6M | +22.1% | -3.4% | +25.5% | +24.2% |
| YTD | -8.4% | +8.5% | -16.9% | -15.5% |
| 1Y | -0.9% | +3.2% | -4.2% | -5.2% |
| All | +54.8% | +18.4% | +36.5% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling