+76.5%
APO vs FHN
+63.2%
+13.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.1% | +2.5% | +3.8% |
| 7D | +2.3% | -0.5% | +2.8% | +2.6% |
| 30D | +3.0% | +1.9% | +1.0% | +2.4% |
| 3M | -3.7% | -6.9% | +3.2% | -0.8% |
| 6M | -7.5% | -3.1% | -4.4% | -6.4% |
| YTD | -14.5% | +0.6% | -15.1% | -14.8% |
| 1Y | -6.2% | +12.4% | -18.5% | -10.3% |
| 3Y | +51.9% | +133.7% | -81.8% | +19.5% |
| 5Y | +76.5% | +61.4% | +15.1% | +48.5% |
| All | +76.5% | +63.2% | +13.2% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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