+916.7%
APO vs WTW
+198.0%
+718.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -3.5% | -5.7% | +2.2% | -0.2% |
| 30D | -6.6% | -7.3% | +0.7% | -2.6% |
| 3M | -3.3% | +21.5% | -24.7% | -14.8% |
| 6M | +22.6% | +9.6% | +13.0% | +13.4% |
| YTD | -9.8% | -3.3% | -6.5% | -10.7% |
| 1Y | -3.9% | -6.1% | +2.3% | -3.1% |
| 3Y | +52.5% | +61.8% | -9.4% | +4.0% |
| 5Y | +134.0% | +42.7% | +91.3% | +74.7% |
| All | +916.7% | +198.0% | +718.6% | +404.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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