+10.3%
APA vs IAG
+797.8%
-787.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +1.9% |
| 7D | -1.7% | +4.3% | -5.9% | -1.9% |
| 30D | +15.7% | +9.8% | +6.0% | +15.1% |
| 3M | +16.5% | +28.9% | -12.5% | +14.7% |
| 6M | +35.1% | -7.6% | +42.7% | +36.0% |
| YTD | +82.2% | +22.0% | +60.3% | +77.0% |
| 1Y | +102.5% | +99.5% | +3.0% | +84.8% |
| 3Y | +10.3% | +818.3% | -808.0% | -24.5% |
| All | +10.3% | +797.8% | -787.5% | -24.5% |
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