+67.0%
APO vs IWD
+68.9%
-1.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | +0.2% |
| 7D | +0.8% | -0.5% | +1.2% | +1.8% |
| 30D | +1.0% | +2.7% | -1.6% | -2.9% |
| 3M | -8.4% | +0.9% | -9.3% | -9.3% |
| 6M | -9.1% | +10.5% | -19.6% | -22.7% |
| YTD | -18.3% | +23.7% | -42.0% | -42.4% |
| 1Y | -8.0% | +28.7% | -36.7% | -39.3% |
| 3Y | +47.1% | +79.7% | -32.7% | -41.5% |
| All | +67.0% | +68.9% | -1.9% | -25.5% |
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