-7.4%
TLT vs APO
-7.7%
+0.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | -2.7% | +3.5% | -6.2% | -2.8% |
| 30D | +2.2% | +4.4% | -2.2% | +2.0% |
| 3M | -1.7% | -12.1% | +10.3% | -1.6% |
| 6M | -4.0% | -7.2% | +3.3% | -3.9% |
| YTD | -4.9% | -15.1% | +10.2% | -4.8% |
| 1Y | -7.4% | -7.7% | +0.3% | -7.5% |
| All | -7.4% | -7.7% | +0.3% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling