-2.5%
APO vs PHM
+7.4%
-9.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | +5.8% | -4.1% | +9.9% | +7.0% |
| 30D | +8.9% | +16.1% | -7.3% | +5.8% |
| 3M | -13.6% | -2.5% | -11.1% | -13.3% |
| 6M | -5.4% | +12.9% | -18.3% | -8.0% |
| YTD | -13.6% | +9.0% | -22.6% | -17.7% |
| 1Y | -2.5% | +8.2% | -10.7% | -6.9% |
| All | -2.5% | +7.4% | -9.9% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling