-11.4%
TLT vs APO
+847.3%
-858.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | +0.1% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | +4.1% | +3.1% | +1.0% | +4.3% |
| 3M | -0.4% | -12.0% | +11.6% | -1.0% |
| 6M | -3.2% | -5.0% | +1.8% | -3.3% |
| YTD | -3.5% | -14.0% | +10.5% | -4.1% |
| 1Y | -5.8% | -5.9% | +0.1% | -5.8% |
| 3Y | +4.6% | +51.6% | -47.0% | +9.2% |
| 5Y | -34.4% | +80.8% | -115.2% | -30.2% |
| 10Y | -11.4% | +839.9% | -851.4% | +14.4% |
| All | -11.4% | +847.3% | -858.8% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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