+132.1%
APO vs TXG
-64.0%
+196.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -1.0% | -2.1% |
| 7D | -4.9% | +5.0% | -9.9% | -5.8% |
| 30D | -8.4% | +13.5% | -21.9% | -11.0% |
| 3M | -2.1% | +128.0% | -130.1% | -18.5% |
| 6M | +19.2% | +224.4% | -205.2% | -9.0% |
| YTD | -10.5% | +307.0% | -317.5% | -35.7% |
| 1Y | -2.7% | +427.2% | -429.9% | -35.2% |
| 3Y | +52.5% | +40.2% | +12.3% | +25.5% |
| 5Y | +132.1% | -64.0% | +196.1% | +122.1% |
| All | +132.1% | -64.0% | +196.1% | +122.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling