+908.2%
APO vs PHM
+557.7%
+350.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.4% |
| 7D | -4.9% | -6.4% | +1.5% | -2.1% |
| 30D | -8.4% | -12.1% | +3.7% | -3.2% |
| 3M | -2.1% | -1.5% | -0.5% | -2.2% |
| 6M | +19.2% | -6.0% | +25.3% | +20.8% |
| YTD | -10.5% | -0.3% | -10.2% | -12.4% |
| 1Y | -2.7% | -13.3% | +10.6% | +1.2% |
| 3Y | +52.5% | +47.6% | +4.9% | +18.3% |
| 5Y | +132.1% | +154.7% | -22.7% | +32.7% |
| All | +908.2% | +557.7% | +350.6% | +252.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PHM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling