+916.7%
APO vs WY
+7.6%
+909.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -3.5% | -4.2% | +0.7% | -1.2% |
| 30D | -6.6% | -10.1% | +3.5% | -0.9% |
| 3M | -3.3% | -8.5% | +5.2% | +0.9% |
| 6M | +22.6% | -3.3% | +25.9% | +23.4% |
| YTD | -9.8% | -4.4% | -5.4% | -9.2% |
| 1Y | -3.9% | -11.5% | +7.6% | +0.7% |
| 3Y | +52.5% | -24.3% | +76.8% | +70.9% |
| 5Y | +134.0% | -21.3% | +155.3% | +155.8% |
| All | +916.7% | +7.6% | +909.1% | +739.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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