+67.0%
APO vs TXT
+7.8%
+59.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | +0.9% |
| 7D | +0.8% | -2.5% | +3.3% | +2.5% |
| 30D | +1.0% | +14.4% | -13.4% | -8.0% |
| 3M | -8.4% | -4.9% | -3.5% | -5.8% |
| 6M | -9.1% | -10.2% | +1.1% | -3.5% |
| YTD | -18.3% | -4.1% | -14.2% | -18.7% |
| 1Y | -8.0% | +4.0% | -11.9% | -13.9% |
| 3Y | +47.1% | +8.0% | +39.1% | +29.7% |
| All | +67.0% | +7.8% | +59.2% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling