-8.0%
APO vs SW
+26.7%
-34.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +0.8% | +2.3% | -1.5% | +0.3% |
| 30D | +1.0% | +6.8% | -5.7% | -0.5% |
| 3M | -8.4% | -5.2% | -3.2% | -7.4% |
| 6M | -9.1% | +7.4% | -16.5% | -10.5% |
| YTD | -18.3% | +17.4% | -35.7% | -21.9% |
| 1Y | -8.0% | +27.1% | -35.1% | -14.0% |
| All | -8.0% | +26.7% | -34.7% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling