+85.4%
APO vs TLN
+678.8%
-593.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.6% |
| 7D | +8.1% | +1.1% | +7.0% | +7.5% |
| 30D | +3.4% | -4.6% | +8.0% | +4.0% |
| 3M | -6.6% | +5.2% | -11.9% | -8.8% |
| 6M | -7.1% | -6.5% | -0.6% | -7.6% |
| YTD | -14.1% | -3.6% | -10.5% | -16.5% |
| 1Y | -4.7% | -8.2% | +3.5% | -6.5% |
| 3Y | +51.3% | +559.7% | -508.4% | -9.4% |
| All | +85.4% | +678.8% | -593.4% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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