+1,651.7%
APO vs PHM
+1,886.2%
-234.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +0.2% | -4.8% | +4.9% | +1.9% |
| 30D | +3.1% | +16.5% | -13.4% | -2.5% |
| 3M | -12.0% | -2.0% | -10.0% | -11.5% |
| 6M | -5.0% | +12.7% | -17.6% | -9.8% |
| YTD | -14.0% | +11.2% | -25.1% | -18.7% |
| 1Y | -5.9% | +7.7% | -13.7% | -10.2% |
| 3Y | +51.6% | +60.9% | -9.3% | +21.0% |
| 5Y | +80.8% | +167.7% | -86.9% | +16.2% |
| 10Y | +839.9% | +692.1% | +147.9% | +304.8% |
| All | +1,651.7% | +1,886.2% | -234.5% | +451.5% |
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