+946.8%
APO vs TXT
+98.4%
+848.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.8% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +3.9% | -11.1% | +14.9% | +11.6% |
| 3M | +3.8% | -13.0% | +16.7% | +12.5% |
| 6M | +22.3% | -16.2% | +38.5% | +34.9% |
| YTD | -7.8% | -8.7% | +0.9% | -4.5% |
| 1Y | -0.3% | -3.8% | +3.4% | -0.3% |
| 3Y | +57.1% | +5.5% | +51.6% | +46.2% |
| 5Y | +137.0% | +12.3% | +124.7% | +110.3% |
| 10Y | +946.8% | +97.4% | +849.4% | +490.6% |
| All | +946.8% | +98.4% | +848.4% | +490.6% |
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