+1,777.9%
APO vs CAH
+749.8%
+1,028.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.4% |
| 7D | +0.1% | +0.5% | -0.4% | -0.1% |
| 30D | +3.9% | +1.7% | +2.1% | +3.1% |
| 3M | +3.8% | +17.9% | -14.1% | -2.8% |
| 6M | +22.3% | +10.9% | +11.3% | +16.5% |
| YTD | -7.8% | +17.9% | -25.7% | -15.1% |
| 1Y | -0.3% | +61.7% | -62.0% | -20.3% |
| 3Y | +57.1% | +183.7% | -126.6% | -2.8% |
| 5Y | +137.0% | +401.3% | -264.4% | +13.4% |
| 10Y | +946.8% | +293.7% | +653.2% | +405.1% |
| All | +1,777.9% | +749.8% | +1,028.1% | +470.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling