+1,659.1%
APO vs HRB
+428.3%
+1,230.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.2% | +2.2% |
| 7D | +5.8% | -5.1% | +10.8% | +7.3% |
| 30D | +8.9% | +8.7% | +0.2% | +6.0% |
| 3M | -13.6% | -5.4% | -8.3% | -12.6% |
| 6M | -5.4% | +41.6% | -47.0% | -16.6% |
| YTD | -13.6% | +18.7% | -32.3% | -20.7% |
| 1Y | -2.5% | +16.4% | -18.9% | -10.0% |
| 3Y | +50.9% | +22.0% | +28.9% | +33.4% |
| 5Y | +81.4% | +141.2% | -59.8% | +24.3% |
| 10Y | +843.9% | +223.1% | +620.8% | +426.5% |
| All | +1,659.1% | +428.3% | +1,230.8% | +621.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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