+1,804.4%
APO vs HRB
+418.2%
+1,386.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.6% |
| 7D | -1.0% | -5.7% | +4.7% | +0.7% |
| 30D | +3.5% | +7.9% | -4.4% | +0.5% |
| 3M | +4.5% | +32.1% | -27.6% | -5.3% |
| 6M | +22.8% | +62.2% | -39.5% | +2.7% |
| YTD | -6.5% | +16.4% | -22.9% | -13.3% |
| 1Y | +0.8% | -0.3% | +1.1% | -1.9% |
| 3Y | +62.0% | +36.0% | +25.9% | +38.1% |
| 5Y | +138.2% | +125.2% | +13.0% | +67.3% |
| 10Y | +940.3% | +237.7% | +702.6% | +474.7% |
| All | +1,804.4% | +418.2% | +1,386.2% | +688.9% |
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