+104.6%
APO vs GEHC
+32.0%
+72.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.6% |
| 7D | +0.2% | -3.7% | +3.9% | +1.5% |
| 30D | +3.1% | +22.0% | -18.9% | -3.7% |
| 3M | -12.0% | +13.6% | -25.6% | -15.8% |
| 6M | -5.0% | +34.0% | -39.0% | -15.2% |
| YTD | -14.0% | +0.9% | -14.9% | -14.9% |
| 1Y | -5.9% | +12.7% | -18.7% | -11.2% |
| 3Y | +51.6% | +19.4% | +32.1% | +36.1% |
| All | +104.6% | +32.0% | +72.6% | +75.1% |
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