+167.3%
APD vs TKO
+989.7%
-822.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.8% |
| 7D | -3.3% | +2.3% | -5.6% | -3.7% |
| 30D | -4.2% | -2.5% | -1.7% | -3.8% |
| 3M | +5.4% | -10.6% | +16.0% | +7.0% |
| 6M | +6.3% | -5.1% | +11.3% | +6.5% |
| YTD | +20.3% | -8.2% | +28.5% | +21.0% |
| 1Y | +1.6% | -4.4% | +6.0% | +1.2% |
| 3Y | +4.0% | +100.4% | -96.4% | -11.1% |
| 5Y | +23.3% | +294.3% | -271.0% | -10.0% |
| All | +167.3% | +989.7% | -822.4% | +53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling