+101.4%
APA vs IFF
+33.4%
+68.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.3% |
| 7D | +4.6% | -3.2% | +7.8% | +3.5% |
| 30D | +11.9% | -0.3% | +12.2% | +11.9% |
| 3M | +22.5% | +8.4% | +14.0% | +26.1% |
| 6M | +37.5% | +23.0% | +14.5% | +46.6% |
| YTD | +87.2% | +25.5% | +61.7% | +94.2% |
| 1Y | +101.4% | +29.1% | +72.4% | +106.8% |
| All | +101.4% | +33.4% | +68.1% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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