+949.3%
APO vs W
+142.4%
+807.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.0% | +5.9% | -6.9% | -2.1% |
| 30D | -0.4% | -3.0% | +2.7% | +0.1% |
| 3M | -0.9% | +40.3% | -41.2% | -8.9% |
| 6M | +22.1% | +32.2% | -10.1% | +12.4% |
| YTD | -8.4% | -0.3% | -8.1% | -11.4% |
| 1Y | -0.9% | +16.2% | -17.1% | -8.3% |
| 3Y | +56.1% | +40.7% | +15.4% | +27.9% |
| 5Y | +136.0% | -62.3% | +198.4% | +116.8% |
| 10Y | +949.3% | +162.2% | +787.1% | +435.1% |
| All | +949.3% | +142.4% | +807.0% | +435.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling