+137.6%
APO vs CAH
+401.2%
-263.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.0% | -2.2% | +1.2% | -0.4% |
| 30D | -0.4% | +1.2% | -1.6% | -0.7% |
| 3M | -0.9% | +13.1% | -14.0% | -4.3% |
| 6M | +22.1% | +8.5% | +13.7% | +19.0% |
| YTD | -8.4% | +17.6% | -26.0% | -13.8% |
| 1Y | -0.9% | +60.7% | -61.6% | -18.1% |
| 3Y | +56.1% | +183.2% | -127.0% | -2.6% |
| All | +137.6% | +401.2% | -263.5% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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