+117.0%
APA vs IAG
+321.3%
-204.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +4.0% |
| 7D | +5.1% | +3.4% | +1.6% | +4.4% |
| 30D | +0.3% | -2.7% | +3.0% | +0.1% |
| 3M | +15.6% | -0.5% | +16.1% | +14.6% |
| 6M | +28.9% | -4.8% | +33.7% | +27.3% |
| YTD | +96.6% | +9.6% | +87.0% | +85.7% |
| 1Y | +95.5% | +32.2% | +63.3% | +78.5% |
| 3Y | +41.8% | +692.5% | -650.7% | -9.4% |
| 5Y | +85.4% | +447.6% | -362.2% | +19.5% |
| 10Y | +4.5% | +403.3% | -398.8% | -39.4% |
| All | +117.0% | +321.3% | -204.3% | -3.1% |
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