+1,641.0%
APO vs IWD
+436.1%
+1,204.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.7% | +2.0% |
| 7D | +2.3% | +1.3% | +1.0% | +0.9% |
| 30D | +3.0% | +3.6% | -0.6% | -1.3% |
| 3M | -3.7% | +2.3% | -6.0% | -6.1% |
| 6M | -7.5% | +13.0% | -20.5% | -20.9% |
| YTD | -14.5% | +26.2% | -40.7% | -36.7% |
| 1Y | -6.2% | +30.5% | -36.6% | -33.5% |
| 3Y | +51.9% | +86.2% | -34.3% | -29.6% |
| 5Y | +76.5% | +72.9% | +3.6% | -7.2% |
| 10Y | +895.2% | +205.0% | +690.2% | +180.1% |
| All | +1,641.0% | +436.1% | +1,204.9% | +199.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling