-6.1%
APO vs WOLF
+39.8%
-45.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.7% | +5.4% | -2.2% |
| 7D | -4.9% | -6.2% | +1.3% | -4.8% |
| 30D | -8.4% | -16.5% | +8.1% | -8.1% |
| 3M | -2.1% | -42.0% | +40.0% | -1.1% |
| 6M | +19.2% | +51.8% | -32.6% | +18.8% |
| YTD | -10.5% | +44.6% | -55.1% | -10.5% |
| All | -6.1% | +39.8% | -45.9% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 10y: compounded portfolio wealth divided by compounded WOLF 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…
10y analysis · Full analysis span regression · 6 months rolling