+837.0%
APO vs TXT
+90.9%
+746.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.1% |
| 7D | +3.5% | -1.1% | +4.6% | +4.2% |
| 30D | +4.4% | +13.3% | -8.9% | -3.8% |
| 3M | -12.1% | -5.1% | -7.0% | -9.6% |
| 6M | -7.2% | -7.1% | -0.1% | -4.0% |
| YTD | -15.1% | -3.2% | -11.9% | -15.6% |
| 1Y | -7.7% | +2.3% | -10.0% | -11.5% |
| 3Y | +49.6% | +11.1% | +38.5% | +34.5% |
| 5Y | +78.3% | +10.0% | +68.3% | +59.5% |
| All | +837.0% | +90.9% | +746.0% | +422.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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