-4.4%
APO vs THC
+46.1%
-50.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +9.6% | -1.5% | +7.3% |
| 7D | +8.2% | +8.8% | -0.6% | +7.4% |
| 30D | +6.4% | +12.6% | -6.2% | +5.4% |
| 3M | -7.4% | +15.4% | -22.8% | -8.4% |
| 6M | -4.2% | +57.7% | -61.8% | -6.2% |
| YTD | -14.1% | +47.1% | -61.2% | -14.5% |
| 1Y | -4.4% | +40.7% | -45.1% | -4.5% |
| All | -4.4% | +46.1% | -50.5% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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