+1,563.3%
APO vs THC
+866.3%
+697.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.2% |
| 7D | +0.8% | +3.7% | -2.9% | 0.0% |
| 30D | +1.0% | +9.0% | -8.0% | -0.8% |
| 3M | -8.4% | +10.4% | -18.8% | -10.5% |
| 6M | -9.1% | +45.7% | -54.8% | -17.0% |
| YTD | -18.3% | +42.6% | -60.9% | -25.8% |
| 1Y | -8.0% | +38.8% | -46.7% | -16.1% |
| 3Y | +47.1% | +418.8% | -371.8% | -2.7% |
| 5Y | +67.2% | +275.7% | -208.5% | +14.7% |
| 10Y | +871.8% | +1,496.2% | -624.4% | +330.7% |
| All | +1,563.3% | +866.3% | +697.0% | +587.3% |
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