-11.2%
APO vs WETO
-99.4%
+88.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.1% | -9.4% | -2.3% |
| 7D | -4.9% | -19.9% | +15.0% | -4.9% |
| 30D | -8.4% | -42.7% | +34.2% | -9.4% |
| 3M | -2.1% | -97.7% | +95.7% | -2.4% |
| 6M | +19.2% | -94.4% | +113.7% | +14.0% |
| YTD | -10.5% | -97.0% | +86.5% | -12.4% |
| 1Y | -2.7% | -98.9% | +96.1% | -1.8% |
| All | -11.2% | -99.4% | +88.2% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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