+916.7%
APO vs TNA
+86.1%
+830.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.5% |
| 7D | -3.5% | -7.3% | +3.8% | -0.9% |
| 30D | -6.6% | -14.2% | +7.6% | -1.5% |
| 3M | -3.3% | -4.6% | +1.3% | -2.2% |
| 6M | +22.6% | +36.9% | -14.3% | +6.8% |
| YTD | -9.8% | +42.5% | -52.3% | -23.0% |
| 1Y | -3.9% | +45.8% | -49.6% | -19.7% |
| 3Y | +52.5% | +104.7% | -52.2% | +2.0% |
| 5Y | +134.0% | -21.7% | +155.7% | +97.3% |
| All | +916.7% | +86.1% | +830.6% | +390.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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