+132.1%
APO vs ITW
+35.1%
+97.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.7% |
| 7D | -4.9% | -2.4% | -2.5% | -3.1% |
| 30D | -8.4% | -9.5% | +1.1% | -1.2% |
| 3M | -2.1% | +6.6% | -8.7% | -7.2% |
| 6M | +19.2% | -1.8% | +21.0% | +19.6% |
| YTD | -10.5% | +9.0% | -19.5% | -18.3% |
| 1Y | -2.7% | +3.6% | -6.3% | -7.5% |
| 3Y | +52.5% | +19.4% | +33.0% | +26.9% |
| 5Y | +132.1% | +36.4% | +95.7% | +57.6% |
| All | +132.1% | +35.1% | +97.0% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling