+200.9%
APO vs RDW
+1.6%
+199.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.5% |
| 7D | -4.9% | +4.8% | -9.7% | -5.5% |
| 30D | -8.4% | -19.5% | +11.1% | -6.0% |
| 3M | -2.1% | -26.9% | +24.8% | +0.7% |
| 6M | +19.2% | +17.8% | +1.5% | +11.1% |
| YTD | -10.5% | +43.0% | -53.6% | -21.0% |
| 1Y | -2.7% | +32.1% | -34.8% | -14.7% |
| 3Y | +52.5% | +250.6% | -198.2% | +4.5% |
| 5Y | +132.1% | -6.6% | +138.7% | +68.0% |
| All | +200.9% | +1.6% | +199.3% | +116.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling