+312.5%
IWM vs APO
+1,601.9%
-1,289.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +0.3% | +8.1% | -7.8% | -2.6% |
| 30D | +0.6% | +3.4% | -2.9% | -0.9% |
| 3M | -6.2% | -6.6% | +0.4% | -4.4% |
| 6M | -0.8% | -7.1% | +6.3% | +0.8% |
| YTD | +14.8% | -14.1% | +28.9% | +18.8% |
| 1Y | +16.1% | -4.7% | +20.8% | +15.5% |
| 3Y | +71.5% | +51.3% | +20.2% | +39.8% |
| 5Y | +25.8% | +82.7% | -57.0% | -7.2% |
| 10Y | +155.4% | +845.7% | -690.3% | +3.6% |
| All | +312.5% | +1,601.9% | -1,289.4% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 all: compounded portfolio wealth divided by compounded APO 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…
all analysis · Full analysis span regression · 6 months rolling