+857.2%
APO vs HAS
+101.4%
+755.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +0.8% | -0.2% | +0.9% | +0.9% |
| 30D | +1.0% | +31.0% | -30.0% | -9.6% |
| 3M | -8.4% | +30.7% | -39.1% | -18.0% |
| 6M | -9.1% | +23.9% | -33.0% | -17.5% |
| YTD | -18.3% | +48.3% | -66.6% | -31.9% |
| 1Y | -8.0% | +60.2% | -68.2% | -25.8% |
| 3Y | +47.1% | +189.2% | -142.2% | -10.4% |
| 5Y | +67.2% | +50.4% | +16.7% | +32.7% |
| All | +857.2% | +101.4% | +755.9% | +552.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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