-2.5%
APO vs CHD
+33.2%
-35.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | +5.8% | +3.4% | +2.4% | +5.1% |
| 30D | +8.9% | +10.1% | -1.2% | +7.6% |
| 3M | -13.6% | +11.9% | -25.5% | -15.0% |
| 6M | -5.4% | +19.6% | -25.0% | -6.7% |
| YTD | -13.6% | +36.0% | -49.7% | -21.6% |
| 1Y | -2.5% | +34.8% | -37.2% | -11.2% |
| All | -2.5% | +33.2% | -35.6% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling