+1,766.1%
APO vs TDY
+1,068.0%
+698.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.4% |
| 7D | -1.0% | -1.8% | +0.8% | +0.1% |
| 30D | -0.4% | -13.8% | +13.4% | +8.9% |
| 3M | -0.9% | -3.9% | +3.0% | +1.1% |
| 6M | +22.1% | -9.0% | +31.1% | +27.9% |
| YTD | -8.4% | +16.5% | -24.9% | -18.9% |
| 1Y | -0.9% | +9.3% | -10.2% | -8.9% |
| 3Y | +56.1% | +45.1% | +11.0% | +19.5% |
| 5Y | +136.0% | +35.0% | +101.0% | +88.2% |
| 10Y | +949.3% | +469.0% | +480.3% | +257.5% |
| All | +1,766.1% | +1,068.0% | +698.0% | +320.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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