+67.0%
APO vs CNH
-14.7%
+81.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.5% |
| 7D | +0.8% | -1.7% | +2.5% | +1.5% |
| 30D | +1.0% | -7.2% | +8.3% | +3.7% |
| 3M | -8.4% | +6.5% | -14.9% | -12.5% |
| 6M | -9.1% | +7.9% | -17.0% | -14.6% |
| YTD | -18.3% | +26.6% | -44.9% | -30.5% |
| 1Y | -8.0% | +13.8% | -21.7% | -17.7% |
| 3Y | +47.1% | +9.2% | +37.9% | +28.8% |
| All | +67.0% | -14.7% | +81.6% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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