+37.3%
APA vs IAG
+755.2%
-717.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -5.9% | -0.3% |
| 7D | -8.7% | +24.0% | -32.7% | -9.2% |
| 30D | -2.4% | +5.5% | -7.9% | -2.4% |
| 3M | +19.0% | +8.3% | +10.7% | +18.7% |
| 6M | +26.8% | +6.1% | +20.7% | +26.6% |
| YTD | +87.3% | +20.3% | +67.0% | +83.2% |
| 1Y | +92.3% | +56.5% | +35.8% | +82.6% |
| 3Y | +37.3% | +762.6% | -725.4% | +2.5% |
| All | +37.3% | +755.2% | -717.9% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 3y: compounded portfolio wealth divided by compounded IAG 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…
3y analysis · Full analysis span regression · 6 months rolling