+67.0%
APO vs THC
+274.4%
-207.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.2% |
| 7D | +0.8% | +3.7% | -2.9% | -0.1% |
| 30D | +1.0% | +9.0% | -8.0% | -1.1% |
| 3M | -8.4% | +10.4% | -18.8% | -10.8% |
| 6M | -9.1% | +45.7% | -54.8% | -18.1% |
| YTD | -18.3% | +42.6% | -60.9% | -26.8% |
| 1Y | -8.0% | +38.8% | -46.7% | -17.2% |
| 3Y | +47.1% | +418.8% | -371.8% | -14.0% |
| All | +67.0% | +274.4% | -207.4% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling