+1,648.7%
APO vs FHN
+220.5%
+1,428.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +8.1% | +0.9% | +7.2% | +7.8% |
| 30D | +3.4% | +2.1% | +1.4% | +2.7% |
| 3M | -6.6% | -6.0% | -0.7% | -3.9% |
| 6M | -7.1% | -2.9% | -4.1% | -5.9% |
| YTD | -14.1% | +0.7% | -14.9% | -14.5% |
| 1Y | -4.7% | +11.0% | -15.7% | -9.2% |
| 3Y | +51.3% | +130.3% | -79.0% | +5.3% |
| 5Y | +82.7% | +61.3% | +21.4% | +35.6% |
| 10Y | +845.7% | +89.6% | +756.1% | +471.3% |
| All | +1,648.7% | +220.5% | +1,428.2% | +666.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling