+1,804.4%
APO vs TMF
-52.2%
+1,856.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -1.0% | -1.4% | +0.4% | -1.2% |
| 30D | +3.5% | -2.8% | +6.3% | +3.0% |
| 3M | +4.5% | -10.9% | +15.4% | +2.8% |
| 6M | +22.8% | -21.3% | +44.1% | +18.5% |
| YTD | -6.5% | -15.9% | +9.4% | -8.7% |
| 1Y | +0.8% | -15.7% | +16.6% | -1.3% |
| 3Y | +62.0% | -43.4% | +105.3% | +52.1% |
| 5Y | +138.2% | -87.8% | +226.0% | +71.1% |
| 10Y | +940.3% | -86.7% | +1,027.0% | +740.9% |
| All | +1,804.4% | -52.2% | +1,856.6% | +2,051.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling