+946.8%
APO vs TMF
-86.8%
+1,033.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +0.1% | +1.0% | -0.9% | +0.2% |
| 30D | +3.9% | -1.8% | +5.7% | +3.6% |
| 3M | +3.8% | -8.2% | +12.0% | +2.7% |
| 6M | +22.3% | -19.5% | +41.8% | +19.0% |
| YTD | -7.8% | -16.0% | +8.2% | -9.6% |
| 1Y | -0.3% | -22.5% | +22.2% | -3.2% |
| 3Y | +57.1% | -42.3% | +99.4% | +48.7% |
| 5Y | +137.0% | -87.7% | +224.7% | +66.6% |
| 10Y | +946.8% | -86.5% | +1,033.4% | +748.5% |
| All | +946.8% | -86.8% | +1,033.7% | +748.5% |
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