+60.7%
APO vs TXT
+4.5%
+56.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -1.0% | -4.8% | +3.8% | +1.8% |
| 30D | +3.5% | -10.6% | +14.1% | +10.4% |
| 3M | +4.5% | -13.2% | +17.7% | +13.0% |
| 6M | +22.8% | -20.3% | +43.1% | +39.5% |
| YTD | -6.5% | -9.3% | +2.8% | -3.7% |
| 1Y | +0.8% | -2.7% | +3.5% | -1.5% |
| All | +60.7% | +4.5% | +56.2% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling