+283.6%
APO vs TXG
+27.0%
+256.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.2% |
| 7D | -3.5% | +9.5% | -13.0% | -5.3% |
| 30D | -6.6% | +18.8% | -25.3% | -10.0% |
| 3M | -3.3% | +136.1% | -139.4% | -20.0% |
| 6M | +22.6% | +235.2% | -212.6% | -6.8% |
| YTD | -9.8% | +320.5% | -330.3% | -35.3% |
| 1Y | -3.9% | +425.2% | -429.1% | -35.5% |
| 3Y | +52.5% | +42.9% | +9.6% | +24.6% |
| 5Y | +134.0% | -62.8% | +196.8% | +129.8% |
| All | +283.6% | +27.0% | +256.6% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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