+25.3%
APD vs TKO
+306.8%
-281.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.6% |
| 7D | -4.6% | +0.7% | -5.3% | -4.7% |
| 30D | -4.2% | +0.9% | -5.1% | -4.3% |
| 3M | +5.0% | -6.2% | +11.2% | +5.4% |
| 6M | +8.9% | -5.6% | +14.6% | +9.2% |
| YTD | +21.9% | -7.8% | +29.7% | +22.3% |
| 1Y | +5.6% | -1.2% | +6.8% | +4.9% |
| 3Y | +6.9% | +106.5% | -99.6% | -3.1% |
| 5Y | +25.3% | +310.4% | -285.0% | +2.5% |
| All | +25.3% | +306.8% | -281.4% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling