+216.5%
APO vs ALHC
-29.3%
+245.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +0.1% | -1.0% | +1.0% | +0.2% |
| 30D | +3.9% | -6.3% | +10.2% | +4.4% |
| 3M | +3.8% | -12.3% | +16.1% | +3.7% |
| 6M | +22.3% | -27.0% | +49.3% | +23.8% |
| YTD | -7.8% | -31.8% | +24.0% | -6.2% |
| 1Y | -0.3% | -17.0% | +16.7% | -0.7% |
| 3Y | +57.1% | +159.8% | -102.7% | +28.8% |
| 5Y | +137.0% | -25.1% | +162.1% | +120.7% |
| All | +216.5% | -29.3% | +245.8% | +188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALHC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling