-5.1%
APO vs THC
+50.5%
-55.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.7% | +4.5% |
| 7D | +2.3% | +7.5% | -5.2% | +1.7% |
| 30D | +3.0% | +9.6% | -6.6% | +2.3% |
| 3M | -3.7% | +10.3% | -14.0% | -4.4% |
| 6M | -7.5% | +51.8% | -59.3% | -9.1% |
| YTD | -14.5% | +45.4% | -60.0% | -14.3% |
| All | -5.1% | +50.5% | -55.6% | -5.0% |
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