+136.0%
APO vs TTMI
+806.9%
-670.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +0.3% |
| 7D | -1.0% | +7.5% | -8.5% | -2.8% |
| 30D | -0.4% | -4.5% | +4.1% | 0.0% |
| 3M | -0.9% | -28.5% | +27.7% | +4.8% |
| 6M | +22.1% | +28.4% | -6.2% | +6.6% |
| YTD | -8.4% | +80.1% | -88.5% | -30.5% |
| 1Y | -0.9% | +161.0% | -162.0% | -36.4% |
| 3Y | +56.1% | +862.4% | -806.3% | -43.2% |
| 5Y | +136.0% | +812.9% | -676.9% | -16.2% |
| All | +136.0% | +806.9% | -670.9% | -16.2% |
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