+137.0%
APO vs WAT
-4.5%
+141.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.8% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | +3.9% | -1.0% | +4.8% | +4.2% |
| 3M | +3.8% | +10.9% | -7.1% | -0.1% |
| 6M | +22.3% | +33.2% | -10.9% | +9.3% |
| YTD | -7.8% | +6.1% | -13.9% | -11.0% |
| 1Y | -0.3% | +30.2% | -30.6% | -11.3% |
| 3Y | +57.1% | +52.9% | +4.3% | +21.6% |
| 5Y | +137.0% | -5.1% | +142.1% | +116.3% |
| All | +137.0% | -4.5% | +141.4% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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