+1,651.7%
APO vs IWF
+805.7%
+845.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -2.3% |
| 7D | +0.2% | -1.1% | +1.2% | +1.1% |
| 30D | +3.1% | -8.3% | +11.4% | +12.6% |
| 3M | -12.0% | -5.6% | -6.4% | -7.0% |
| 6M | -5.0% | -5.4% | +0.5% | -0.4% |
| YTD | -14.0% | -1.2% | -12.8% | -14.2% |
| 1Y | -5.9% | -2.6% | -3.3% | -4.7% |
| 3Y | +51.6% | +67.8% | -16.2% | -15.0% |
| 5Y | +80.8% | +60.1% | +20.7% | +7.1% |
| 10Y | +839.9% | +392.2% | +447.8% | +66.3% |
| All | +1,651.7% | +805.7% | +845.9% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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