-5.4%
APO vs CAH
+55.6%
-60.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.5% |
| 7D | +5.8% | +3.5% | +2.3% | +4.8% |
| 30D | +8.9% | +13.5% | -4.6% | +5.5% |
| 3M | -13.6% | +21.8% | -35.5% | -17.2% |
| 6M | -5.4% | +51.5% | -56.9% | -20.8% |
| All | -5.4% | +55.6% | -60.9% | -20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling