+78.7%
APO vs TD
+101.4%
-22.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.8% |
| 7D | +5.8% | +1.1% | +4.6% | +4.9% |
| 30D | +8.9% | +5.2% | +3.7% | +5.0% |
| 3M | -13.6% | +1.2% | -14.9% | -14.5% |
| 6M | -5.4% | +17.7% | -23.1% | -16.8% |
| YTD | -13.6% | +34.2% | -47.9% | -31.4% |
| 1Y | -2.5% | +55.4% | -57.9% | -30.8% |
| 3Y | +50.9% | +130.4% | -79.5% | -22.8% |
| All | +78.7% | +101.4% | -22.6% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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