+67.0%
APO vs ALHC
-64.2%
+131.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.2% |
| 7D | +0.8% | +1.0% | -0.2% | +0.7% |
| 30D | +1.0% | -14.2% | +15.2% | +2.2% |
| 3M | -8.4% | -45.1% | +36.7% | -4.1% |
| 6M | -9.1% | -59.5% | +50.4% | -3.4% |
| YTD | -18.3% | -62.8% | +44.5% | -12.8% |
| 1Y | -8.0% | -55.5% | +47.5% | -3.7% |
| 3Y | +47.1% | +25.7% | +21.4% | +28.7% |
| All | +67.0% | -64.2% | +131.1% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling