+1,777.9%
APO vs ITW
+612.2%
+1,165.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | +0.1% | -0.4% | +0.5% | +0.4% |
| 30D | +3.9% | -9.4% | +13.3% | +12.0% |
| 3M | +3.8% | +7.1% | -3.3% | -1.9% |
| 6M | +22.3% | -1.9% | +24.1% | +22.7% |
| YTD | -7.8% | +10.4% | -18.2% | -16.1% |
| 1Y | -0.3% | +3.3% | -3.6% | -4.7% |
| 3Y | +57.1% | +21.0% | +36.1% | +32.4% |
| 5Y | +137.0% | +36.3% | +100.7% | +81.0% |
| 10Y | +946.8% | +185.8% | +761.1% | +359.0% |
| All | +1,777.9% | +612.2% | +1,165.7% | +353.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling