+463.2%
APO vs USHY
+50.7%
+412.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.3% |
| 7D | +0.1% | 0.0% | +0.1% | 0.0% |
| 30D | +3.9% | 0.0% | +3.9% | +4.0% |
| 3M | +3.8% | +1.2% | +2.6% | +0.7% |
| 6M | +22.3% | +2.6% | +19.7% | +14.2% |
| YTD | -7.8% | +2.4% | -10.2% | -13.3% |
| 1Y | -0.3% | +4.2% | -4.6% | -10.5% |
| 3Y | +57.1% | +28.0% | +29.1% | -15.8% |
| 5Y | +137.0% | +21.8% | +115.2% | +52.2% |
| All | +463.2% | +50.7% | +412.5% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded USHY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling