-2.5%
APO vs WAB
+42.5%
-45.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +2.0% |
| 7D | +5.8% | +5.1% | +0.7% | +3.9% |
| 30D | +8.9% | +4.0% | +4.9% | +7.3% |
| 3M | -13.6% | +0.1% | -13.7% | -13.9% |
| 6M | -5.4% | +12.8% | -18.2% | -8.9% |
| YTD | -13.6% | +40.1% | -53.7% | -27.7% |
| 1Y | -2.5% | +46.4% | -48.9% | -20.6% |
| All | -2.5% | +42.5% | -45.0% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling