+289.5%
APO vs TXG
+24.6%
+264.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.1% |
| 7D | -1.0% | +9.1% | -10.1% | -2.7% |
| 30D | -0.4% | +14.9% | -15.3% | -3.4% |
| 3M | -0.9% | +120.0% | -120.9% | -16.8% |
| 6M | +22.1% | +221.8% | -199.7% | -6.4% |
| YTD | -8.4% | +312.6% | -321.0% | -34.0% |
| 1Y | -0.9% | +398.4% | -399.4% | -32.8% |
| 3Y | +56.1% | +42.1% | +14.1% | +27.7% |
| 5Y | +136.0% | -63.5% | +199.5% | +132.5% |
| All | +289.5% | +24.6% | +264.9% | +155.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling