+916.7%
APO vs TYL
+101.5%
+815.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | -3.5% | -7.5% | +4.0% | -0.3% |
| 30D | -6.6% | +6.0% | -12.5% | -9.1% |
| 3M | -3.3% | +13.9% | -17.2% | -9.8% |
| 6M | +22.6% | -3.3% | +25.9% | +22.0% |
| YTD | -9.8% | -25.8% | +16.1% | +0.1% |
| 1Y | -3.9% | -39.2% | +35.4% | +16.9% |
| 3Y | +52.5% | -13.2% | +65.6% | +51.8% |
| 5Y | +134.0% | -28.6% | +162.6% | +151.2% |
| All | +916.7% | +101.5% | +815.2% | +612.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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