+84.6%
APO vs TLN
+683.0%
-598.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.2% | -2.6% | +3.1% |
| 7D | +2.3% | +9.1% | -6.8% | -0.1% |
| 30D | +3.0% | -4.1% | +7.1% | +3.4% |
| 3M | -3.7% | +4.4% | -8.1% | -5.8% |
| 6M | -7.5% | -6.0% | -1.5% | -8.1% |
| YTD | -14.5% | -3.1% | -11.4% | -17.0% |
| 1Y | -6.2% | -6.1% | -0.1% | -8.5% |
| 3Y | +51.9% | +575.3% | -523.4% | -9.5% |
| All | +84.6% | +683.0% | -598.4% | +7.9% |
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