+69.8%
APA vs IP
-12.0%
+81.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | -15.5% | -5.1% | -10.4% | -14.3% |
| 30D | +2.4% | +8.5% | -6.1% | -0.2% |
| 3M | +22.8% | -13.8% | +36.6% | +27.5% |
| 6M | +17.9% | +5.7% | +12.2% | +11.8% |
| YTD | +87.7% | -9.1% | +96.8% | +84.5% |
| 1Y | +94.2% | -0.8% | +95.0% | +82.1% |
| 3Y | +27.2% | +14.8% | +12.4% | +5.6% |
| All | +69.8% | -12.0% | +81.8% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling