+137.9%
APO vs SW
-2.3%
+140.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -1.0% | -5.1% | +4.1% | 0.0% |
| 30D | +3.5% | -4.6% | +8.0% | +4.4% |
| 3M | +4.5% | +9.4% | -4.8% | +2.4% |
| 6M | +22.8% | +3.5% | +19.3% | +21.1% |
| YTD | -6.5% | +22.0% | -28.5% | -11.0% |
| 1Y | +0.8% | +2.2% | -1.4% | -1.0% |
| 3Y | +62.0% | +19.6% | +42.4% | +54.0% |
| All | +137.9% | -2.3% | +140.2% | +121.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling