+97.5%
APA vs IAG
+377.5%
-279.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.9% |
| 7D | +0.5% | -0.5% | +1.1% | +0.5% |
| 30D | +23.4% | +28.9% | -5.5% | +18.3% |
| 3M | +12.7% | +19.1% | -6.4% | +8.6% |
| 6M | +39.4% | -10.3% | +49.7% | +38.5% |
| YTD | +79.0% | +24.2% | +54.8% | +67.0% |
| 1Y | +88.8% | +116.5% | -27.7% | +59.4% |
| 3Y | +6.4% | +742.8% | -736.4% | -32.3% |
| 5Y | +153.0% | +753.3% | -600.4% | +52.6% |
| 10Y | +7.5% | +403.2% | -395.6% | -37.7% |
| All | +97.5% | +377.5% | -279.9% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling