+191.4%
APO vs ALHC
-60.6%
+252.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.1% |
| 7D | +3.5% | -0.8% | +4.3% | +3.5% |
| 30D | +4.4% | -9.6% | +14.0% | +5.2% |
| 3M | -12.1% | -44.5% | +32.4% | -8.0% |
| 6M | -7.2% | -59.2% | +52.0% | -1.5% |
| YTD | -15.1% | -62.0% | +46.9% | -9.6% |
| 1Y | -7.7% | -54.8% | +47.2% | -3.5% |
| 3Y | +49.6% | +25.0% | +24.6% | +32.6% |
| 5Y | +78.3% | -65.3% | +143.6% | +76.6% |
| All | +191.4% | -60.6% | +252.0% | +178.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling