+103.4%
HYG vs APO
+1,716.2%
-1,612.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | -0.1% |
| 7D | -0.2% | -1.0% | +0.8% | 0.0% |
| 30D | -0.1% | -0.4% | +0.3% | -0.1% |
| 3M | +0.7% | -0.9% | +1.6% | +0.6% |
| 6M | +1.5% | +22.1% | -20.6% | -1.3% |
| YTD | +1.9% | -8.4% | +10.3% | +2.4% |
| 1Y | +3.7% | -0.9% | +4.7% | +3.0% |
| 3Y | +26.5% | +56.1% | -29.7% | +16.4% |
| 5Y | +19.0% | +136.0% | -117.1% | +1.9% |
| 10Y | +56.5% | +949.3% | -892.8% | +9.1% |
| All | +103.4% | +1,716.2% | -1,612.8% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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