+101.9%
APO vs TLN
+583.6%
-481.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | -1.5% |
| 7D | -1.0% | +7.1% | -8.1% | -2.6% |
| 30D | +3.5% | -3.9% | +7.4% | +4.1% |
| 3M | +4.5% | -16.2% | +20.7% | +7.9% |
| 6M | +22.8% | -5.8% | +28.6% | +21.8% |
| YTD | -6.5% | -15.4% | +8.9% | -5.4% |
| 1Y | +0.8% | -16.7% | +17.5% | +1.4% |
| 3Y | +62.0% | +473.8% | -411.8% | +0.9% |
| All | +101.9% | +583.6% | -481.6% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling