+857.2%
APO vs TMF
-84.4%
+941.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.5% |
| 7D | +0.8% | +1.2% | -0.4% | +0.9% |
| 30D | +1.0% | +19.7% | -18.7% | +3.3% |
| 3M | -8.4% | -2.1% | -6.3% | -8.6% |
| 6M | -9.1% | -13.4% | +4.3% | -10.7% |
| YTD | -18.3% | -16.7% | -1.6% | -20.1% |
| 1Y | -8.0% | -23.3% | +15.4% | -10.9% |
| 3Y | +47.1% | -24.8% | +71.9% | +45.2% |
| 5Y | +67.2% | -88.0% | +155.2% | +15.7% |
| All | +857.2% | -84.4% | +941.6% | +678.0% |
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