+1,804.4%
APO vs FHN
+237.0%
+1,567.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.0% | +1.2% | -2.2% | -1.5% |
| 30D | +3.5% | -4.7% | +8.2% | +5.7% |
| 3M | +4.5% | +3.5% | +1.0% | +2.7% |
| 6M | +22.8% | +7.8% | +15.0% | +18.4% |
| YTD | -6.5% | +5.9% | -12.4% | -9.1% |
| 1Y | +0.8% | +12.5% | -11.6% | -4.9% |
| 3Y | +62.0% | +117.2% | -55.2% | +14.7% |
| 5Y | +138.2% | +86.5% | +51.7% | +64.8% |
| 10Y | +940.3% | +125.7% | +814.5% | +480.7% |
| All | +1,804.4% | +237.0% | +1,567.4% | +715.4% |
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