+2,220.9%
APD vs TKO
+1,446.8%
+774.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +3.8% | +2.3% | +1.5% | +3.4% |
| 30D | +8.2% | +13.4% | -5.2% | +5.9% |
| 3M | +4.3% | -1.7% | +6.0% | +4.4% |
| 6M | +4.7% | +7.2% | -2.5% | +2.8% |
| YTD | +31.5% | -5.4% | +36.9% | +31.5% |
| 1Y | +23.5% | +8.7% | +14.8% | +20.4% |
| 3Y | +29.1% | +150.4% | -121.3% | +7.0% |
| 5Y | +15.9% | +276.6% | -260.7% | -12.6% |
| 10Y | +191.9% | +1,134.6% | -942.7% | +69.0% |
| All | +2,220.9% | +1,446.8% | +774.1% | +908.9% |
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