-5.5%
APO vs CHYM
-24.0%
+18.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.4% | +3.1% | -1.4% |
| 7D | -4.9% | -2.9% | -2.0% | -4.5% |
| 30D | -8.4% | +3.0% | -11.4% | -8.9% |
| 3M | -2.1% | +98.7% | -100.8% | -13.7% |
| 6M | +19.2% | +46.4% | -27.2% | +11.0% |
| YTD | -10.5% | +29.8% | -40.3% | -15.3% |
| 1Y | -2.7% | +40.5% | -43.2% | -10.7% |
| All | -5.5% | -24.0% | +18.5% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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