+136.0%
APO vs CHD
+19.3%
+116.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | -1.0% | -4.2% | +3.2% | -0.6% |
| 30D | -0.4% | -7.6% | +7.2% | +0.4% |
| 3M | -0.9% | -1.6% | +0.7% | -0.7% |
| 6M | +22.1% | -6.3% | +28.5% | +22.9% |
| YTD | -8.4% | +14.6% | -23.0% | -10.1% |
| 1Y | -0.9% | +1.6% | -2.5% | -1.6% |
| 3Y | +56.1% | +3.1% | +53.0% | +52.6% |
| 5Y | +136.0% | +21.1% | +114.9% | +105.6% |
| All | +136.0% | +19.3% | +116.7% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling