+129.2%
APO vs TNA
-23.3%
+152.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.4% |
| 7D | -3.5% | -7.3% | +3.8% | -0.8% |
| 30D | -6.6% | -14.2% | +7.6% | -1.3% |
| 3M | -3.3% | -4.6% | +1.3% | -2.2% |
| 6M | +22.6% | +36.9% | -14.3% | +6.3% |
| YTD | -9.8% | +42.5% | -52.3% | -23.5% |
| 1Y | -3.9% | +45.8% | -49.6% | -20.2% |
| 3Y | +52.5% | +104.7% | -52.2% | 0.0% |
| All | +129.2% | -23.3% | +152.5% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling