+1,651.7%
APO vs THC
+899.2%
+752.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | 0.0% |
| 7D | +0.2% | +0.2% | -0.1% | +0.1% |
| 30D | +3.1% | +9.0% | -5.9% | +1.2% |
| 3M | -12.0% | +12.9% | -24.9% | -14.4% |
| 6M | -5.0% | +52.8% | -57.8% | -14.1% |
| YTD | -14.0% | +47.4% | -61.4% | -22.4% |
| 1Y | -5.9% | +47.7% | -53.7% | -15.4% |
| 3Y | +51.6% | +444.7% | -393.1% | -0.8% |
| 5Y | +80.8% | +269.3% | -188.5% | +24.5% |
| 10Y | +839.9% | +1,913.5% | -1,073.6% | +302.9% |
| All | +1,651.7% | +899.2% | +752.5% | +618.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling