+1,648.7%
APO vs TXT
+228.2%
+1,420.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | -0.5% |
| 7D | +8.1% | -1.1% | +9.2% | +8.7% |
| 30D | +3.4% | +17.1% | -13.6% | -5.3% |
| 3M | -6.6% | -2.6% | -4.0% | -5.7% |
| 6M | -7.1% | -4.6% | -2.5% | -5.6% |
| YTD | -14.1% | -0.3% | -13.8% | -15.7% |
| 1Y | -4.7% | +5.9% | -10.6% | -9.5% |
| 3Y | +51.3% | +14.4% | +36.9% | +37.1% |
| 5Y | +82.7% | +15.9% | +66.9% | +63.7% |
| 10Y | +845.7% | +99.6% | +746.1% | +483.7% |
| All | +1,648.7% | +228.2% | +1,420.5% | +737.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling