+101.9%
APO vs GEHC
+30.8%
+71.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | +3.5% | -2.3% | +5.8% | +4.3% |
| 30D | +4.4% | +19.0% | -14.7% | -1.7% |
| 3M | -12.1% | +13.3% | -25.4% | -15.8% |
| 6M | -7.2% | +31.5% | -38.8% | -16.7% |
| YTD | -15.1% | 0.0% | -15.1% | -15.7% |
| 1Y | -7.7% | +9.4% | -17.0% | -11.8% |
| 3Y | +49.6% | +18.3% | +31.2% | +34.8% |
| All | +101.9% | +30.8% | +71.2% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 10y: compounded portfolio wealth divided by compounded GEHC 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…
10y analysis · Full analysis span regression · 6 months rolling