+1,563.3%
APO vs PH
+1,152.9%
+410.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -2.2% |
| 7D | +0.8% | +2.0% | -1.2% | -0.8% |
| 30D | +1.0% | -3.7% | +4.7% | +2.7% |
| 3M | -8.4% | -14.0% | +5.6% | -0.2% |
| 6M | -9.1% | +2.1% | -11.2% | -11.7% |
| YTD | -18.3% | +5.1% | -23.4% | -23.1% |
| 1Y | -8.0% | +10.9% | -18.9% | -16.3% |
| 3Y | +47.1% | +132.9% | -85.9% | -16.4% |
| 5Y | +67.2% | +200.1% | -132.9% | -19.7% |
| 10Y | +871.8% | +783.8% | +88.0% | +131.1% |
| All | +1,563.3% | +1,152.9% | +410.4% | +201.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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