+283.9%
APA vs TKO
+1,439.7%
-1,155.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.0% | -3.2% | +0.7% |
| 7D | -1.7% | +7.2% | -8.9% | -3.2% |
| 30D | +15.7% | +4.7% | +11.0% | +14.4% |
| 3M | +16.5% | -3.2% | +19.7% | +16.9% |
| 6M | +35.1% | -2.9% | +38.0% | +34.6% |
| YTD | +82.2% | -5.8% | +88.0% | +82.7% |
| 1Y | +102.5% | -1.1% | +103.5% | +100.0% |
| 3Y | +10.3% | +111.1% | -100.8% | -9.7% |
| 5Y | +166.1% | +315.6% | -149.4% | +84.2% |
| 10Y | -4.9% | +978.5% | -983.3% | -46.3% |
| All | +283.9% | +1,439.7% | -1,155.8% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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