-9.1%
APO vs WM
+6.8%
-15.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | -0.4% |
| 7D | +0.8% | +1.2% | -0.4% | +0.8% |
| 30D | +1.0% | +13.1% | -12.0% | +3.4% |
| 3M | -8.4% | +3.6% | -12.0% | -8.3% |
| 6M | -9.1% | +8.1% | -17.2% | -6.2% |
| All | -9.1% | +6.8% | -15.9% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling