+895.2%
APO vs TMF
-83.0%
+978.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | +2.3% | +0.6% | +1.7% | +2.3% |
| 30D | +3.0% | +16.3% | -13.3% | +4.9% |
| 3M | -3.7% | -2.7% | -1.0% | -4.1% |
| 6M | -7.5% | -13.2% | +5.7% | -9.1% |
| YTD | -14.5% | -16.7% | +2.2% | -16.3% |
| 1Y | -6.2% | -22.7% | +16.6% | -9.1% |
| 3Y | +51.9% | -26.1% | +78.0% | +49.5% |
| 5Y | +76.5% | -88.4% | +164.9% | +20.2% |
| 10Y | +895.2% | -81.8% | +977.1% | +719.5% |
| All | +895.2% | -83.0% | +978.2% | +719.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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