+47.7%
APO vs SW
+40.4%
+7.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.0% |
| 7D | -1.1% | +4.7% | -5.7% | -2.3% |
| 30D | +1.1% | +5.0% | -3.9% | -0.3% |
| 3M | -9.2% | -7.3% | -1.9% | -7.3% |
| 6M | -9.2% | +15.0% | -24.2% | -13.6% |
| YTD | -18.0% | +18.5% | -36.5% | -23.6% |
| 1Y | -10.9% | +27.1% | -38.0% | -19.0% |
| All | +47.7% | +40.4% | +7.4% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling