+78.7%
APO vs IWD
+72.9%
+5.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.4% |
| 7D | +5.8% | +2.3% | +3.5% | +1.9% |
| 30D | +8.9% | +3.6% | +5.3% | +3.1% |
| 3M | -13.6% | +2.2% | -15.8% | -16.2% |
| 6M | -5.4% | +13.0% | -18.3% | -22.3% |
| YTD | -13.6% | +26.5% | -40.2% | -41.3% |
| 1Y | -2.5% | +30.1% | -32.6% | -36.8% |
| 3Y | +50.9% | +84.9% | -34.0% | -42.6% |
| All | +78.7% | +72.9% | +5.8% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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