+203.4%
APO vs RDW
-0.7%
+204.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.1% |
| 7D | -3.5% | +0.9% | -4.4% | -3.7% |
| 30D | -6.6% | -21.3% | +14.7% | -3.8% |
| 3M | -3.3% | -37.9% | +34.6% | +1.7% |
| 6M | +22.6% | +12.3% | +10.3% | +14.9% |
| YTD | -9.8% | +39.7% | -49.5% | -20.1% |
| 1Y | -3.9% | +25.7% | -29.6% | -15.2% |
| 3Y | +52.5% | +230.8% | -178.4% | +5.4% |
| 5Y | +134.0% | -8.8% | +142.8% | +69.9% |
| All | +203.4% | -0.7% | +204.2% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 10y: compounded portfolio wealth divided by compounded RDW 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…
10y analysis · Full analysis span regression · 6 months rolling