+78.7%
APO vs TTMI
+416.2%
-337.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.3% |
| 7D | +5.8% | +11.4% | -5.6% | +3.4% |
| 30D | +8.9% | -28.3% | +37.2% | +13.4% |
| 3M | -13.6% | -46.7% | +33.0% | -5.0% |
| 6M | -5.4% | -56.1% | +50.7% | +6.1% |
| YTD | -13.6% | +7.4% | -21.0% | -29.4% |
| 1Y | -2.5% | +17.4% | -19.9% | -23.8% |
| 3Y | +50.9% | +429.1% | -378.3% | -38.7% |
| All | +78.7% | +416.2% | -337.5% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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