+136.0%
APO vs TW
+20.0%
+116.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -1.0% | -0.5% | -0.5% | -0.8% |
| 30D | -0.4% | -0.6% | +0.2% | -0.2% |
| 3M | -0.9% | +3.4% | -4.3% | -3.1% |
| 6M | +22.1% | -18.4% | +40.6% | +31.9% |
| YTD | -8.4% | -3.9% | -4.5% | -9.3% |
| 1Y | -0.9% | -13.3% | +12.4% | +3.1% |
| 3Y | +56.1% | +20.8% | +35.3% | +30.1% |
| 5Y | +136.0% | +20.3% | +115.7% | +86.3% |
| All | +136.0% | +20.0% | +116.0% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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