+106.5%
APA vs IP
-1.7%
+108.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -3.1% |
| 7D | -15.6% | -5.0% | -10.6% | -16.4% |
| 30D | -0.9% | +6.5% | -7.4% | +0.6% |
| 3M | +26.1% | -18.0% | +44.1% | +21.5% |
| 6M | +6.1% | +10.3% | -4.2% | +8.2% |
| YTD | +82.8% | -9.9% | +92.7% | +85.9% |
| 1Y | +106.5% | -1.1% | +107.5% | +102.6% |
| All | +106.5% | -1.7% | +108.2% | +102.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling