-2.3%
APA vs IP
+25.2%
-27.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -0.2% |
| 7D | -15.6% | -5.0% | -10.6% | -13.4% |
| 30D | -0.9% | +6.5% | -7.4% | -4.6% |
| 3M | +26.1% | -18.0% | +44.1% | +37.8% |
| 6M | +6.1% | +10.3% | -4.2% | -5.8% |
| YTD | +82.8% | -9.9% | +92.7% | +75.8% |
| 1Y | +106.5% | -1.1% | +107.5% | +85.9% |
| 3Y | +21.9% | +13.0% | +8.9% | -8.0% |
| 5Y | +69.7% | -12.3% | +81.9% | +50.8% |
| All | -2.3% | +25.2% | -27.5% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling