+853.3%
APO vs THC
+1,813.2%
-959.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +5.8% | +1.0% | +4.8% | +5.5% |
| 30D | +8.9% | +5.3% | +3.6% | +7.6% |
| 3M | -13.6% | +7.1% | -20.8% | -15.1% |
| 6M | -5.4% | +46.0% | -51.4% | -14.1% |
| YTD | -13.6% | +43.9% | -57.6% | -22.1% |
| 1Y | -2.5% | +45.4% | -47.9% | -12.6% |
| 3Y | +50.9% | +421.3% | -370.4% | -3.2% |
| 5Y | +81.4% | +261.5% | -180.1% | +22.1% |
| All | +853.3% | +1,813.2% | -959.9% | +317.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling