+894.7%
APA vs IFF
+833.5%
+61.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +3.6% |
| 7D | +0.3% | -3.0% | +3.3% | +1.6% |
| 30D | +9.3% | -0.9% | +10.2% | +9.5% |
| 3M | +23.3% | +11.8% | +11.5% | +15.8% |
| 6M | +39.5% | +16.5% | +22.9% | +24.2% |
| YTD | +87.6% | +26.5% | +61.1% | +60.1% |
| 1Y | +114.2% | +32.7% | +81.5% | +77.9% |
| 3Y | +13.6% | +32.0% | -18.4% | -8.2% |
| 5Y | +175.6% | -36.1% | +211.7% | +199.0% |
| 10Y | -2.6% | -20.1% | +17.4% | -3.6% |
| All | +894.7% | +833.5% | +61.2% | +345.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling