+8.3%
APO vs TEM
+89.7%
-81.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -0.7% |
| 7D | +3.5% | +7.8% | -4.3% | +2.4% |
| 30D | +4.4% | +11.2% | -6.9% | +2.6% |
| 3M | -12.1% | +39.0% | -51.0% | -17.1% |
| 6M | -7.2% | +61.6% | -68.9% | -15.2% |
| YTD | -15.1% | +28.5% | -43.6% | -20.5% |
| 1Y | -7.7% | +6.7% | -14.4% | -11.5% |
| All | +8.3% | +89.7% | -81.4% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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