+82.7%
APO vs WAB
+223.7%
-140.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | -0.8% |
| 7D | +8.1% | +4.0% | +4.1% | +5.1% |
| 30D | +3.4% | +6.3% | -2.9% | -1.3% |
| 3M | -6.6% | +3.3% | -9.9% | -9.2% |
| 6M | -7.1% | +14.5% | -21.5% | -17.1% |
| YTD | -14.1% | +42.7% | -56.8% | -36.8% |
| 1Y | -4.7% | +45.2% | -49.9% | -30.9% |
| 3Y | +51.3% | +173.8% | -122.5% | -33.7% |
| 5Y | +82.7% | +223.8% | -141.1% | -32.4% |
| All | +82.7% | +223.7% | -140.9% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling