-19.3%
TLT vs APO
+950.2%
-969.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | -0.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -0.3% | +3.9% | -4.2% | 0.0% |
| 3M | -1.7% | +3.8% | -5.5% | -1.4% |
| 6M | -4.9% | +22.3% | -27.2% | -3.6% |
| YTD | -2.8% | -7.8% | +5.0% | -3.0% |
| 1Y | -4.2% | -0.3% | -3.9% | -3.9% |
| 3Y | -1.1% | +57.1% | -58.2% | +3.4% |
| 5Y | -33.7% | +137.0% | -170.7% | -27.5% |
| All | -19.3% | +950.2% | -969.6% | +7.3% |
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