+1,659.1%
APO vs CHD
+600.3%
+1,058.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | +5.8% | +3.4% | +2.4% | +4.8% |
| 30D | +8.9% | +10.1% | -1.2% | +6.1% |
| 3M | -13.6% | +11.9% | -25.5% | -16.2% |
| 6M | -5.4% | +19.6% | -25.0% | -10.0% |
| YTD | -13.6% | +36.0% | -49.7% | -21.2% |
| 1Y | -2.5% | +34.8% | -37.2% | -10.9% |
| 3Y | +50.9% | +28.8% | +22.0% | +36.7% |
| 5Y | +81.4% | +33.0% | +48.4% | +59.0% |
| 10Y | +843.9% | +194.2% | +649.7% | +471.9% |
| All | +1,659.1% | +600.3% | +1,058.7% | +519.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling