+957.6%
APO vs TPR
+325.8%
+631.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.0% | -2.3% | +1.3% | -0.2% |
| 30D | +3.5% | -23.0% | +26.4% | +12.8% |
| 3M | +4.5% | -12.5% | +17.0% | +8.3% |
| 6M | +22.8% | -21.4% | +44.2% | +31.2% |
| YTD | -6.5% | -3.5% | -3.0% | -8.1% |
| 1Y | +0.8% | +17.4% | -16.5% | -8.7% |
| 3Y | +62.0% | +291.3% | -229.3% | -12.0% |
| 5Y | +138.2% | +241.9% | -103.7% | +32.2% |
| All | +957.6% | +325.8% | +631.8% | +328.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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