+1,777.9%
APO vs PHM
+1,737.6%
+40.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.1% |
| 7D | +0.1% | -2.5% | +2.6% | +1.0% |
| 30D | +3.9% | -9.7% | +13.5% | +7.7% |
| 3M | +3.8% | +2.2% | +1.5% | +2.3% |
| 6M | +22.3% | -5.7% | +28.0% | +23.6% |
| YTD | -7.8% | +2.8% | -10.6% | -10.2% |
| 1Y | -0.3% | -14.4% | +14.1% | +3.6% |
| 3Y | +57.1% | +52.2% | +4.9% | +27.9% |
| 5Y | +137.0% | +154.3% | -17.3% | +55.3% |
| 10Y | +946.8% | +545.9% | +401.0% | +379.4% |
| All | +1,777.9% | +1,737.6% | +40.3% | +509.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling