+485.0%
APO vs TW
+221.1%
+263.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.0% |
| 7D | -1.0% | -2.3% | +1.3% | 0.0% |
| 30D | +3.5% | +3.9% | -0.5% | +1.7% |
| 3M | +4.5% | +5.7% | -1.2% | +1.2% |
| 6M | +22.8% | -14.5% | +37.3% | +29.6% |
| YTD | -6.5% | -0.9% | -5.6% | -8.5% |
| 1Y | +0.8% | -13.5% | +14.3% | +5.0% |
| 3Y | +62.0% | +25.0% | +37.0% | +37.8% |
| 5Y | +138.2% | +22.7% | +115.6% | +99.6% |
| All | +485.0% | +221.1% | +263.9% | +241.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling