+1,570.8%
APO vs TYL
+1,719.0%
-148.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -5.1% |
| 7D | -1.1% | +15.1% | -16.2% | -6.3% |
| 30D | +1.1% | +30.1% | -28.9% | -8.7% |
| 3M | -9.2% | +40.4% | -49.6% | -20.8% |
| 6M | -9.2% | +31.3% | -40.5% | -19.9% |
| YTD | -18.0% | -5.2% | -12.8% | -18.7% |
| 1Y | -10.9% | -6.6% | -4.3% | -11.2% |
| 3Y | +44.4% | +3.4% | +41.1% | +35.8% |
| 5Y | +67.9% | -19.3% | +87.2% | +70.3% |
| 10Y | +876.2% | +178.1% | +698.0% | +532.2% |
| All | +1,570.8% | +1,719.0% | -148.2% | +332.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling