+67.9%
APO vs WM
+62.1%
+5.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.6% | -4.8% |
| 7D | -1.1% | +4.5% | -5.6% | -2.2% |
| 30D | +1.1% | +16.1% | -14.9% | -2.6% |
| 3M | -9.2% | +8.0% | -17.3% | -11.1% |
| 6M | -9.2% | +8.4% | -17.7% | -11.4% |
| YTD | -18.0% | +11.2% | -29.2% | -21.2% |
| 1Y | -10.9% | +22.3% | -33.2% | -17.4% |
| 3Y | +44.4% | +50.2% | -5.8% | +21.8% |
| 5Y | +67.9% | +63.3% | +4.6% | +34.5% |
| All | +67.9% | +62.1% | +5.9% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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