+50.9%
APO vs CHD
+31.2%
+19.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.7% |
| 7D | +5.8% | +3.6% | +2.1% | +5.5% |
| 30D | +8.9% | +10.4% | -1.5% | +8.5% |
| 3M | -13.6% | +12.2% | -25.8% | -14.0% |
| 6M | -5.4% | +19.9% | -25.3% | -5.6% |
| YTD | -13.6% | +36.4% | -50.0% | -14.4% |
| 1Y | -2.5% | +35.1% | -37.6% | -3.3% |
| 3Y | +50.9% | +29.2% | +21.7% | +50.3% |
| All | +50.9% | +31.2% | +19.6% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling