+154.8%
APA vs IP
-17.2%
+172.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.9% |
| 7D | +0.5% | -5.3% | +5.8% | +2.1% |
| 30D | +23.4% | -10.9% | +34.3% | +27.5% |
| 3M | +12.7% | +11.2% | +1.5% | +6.1% |
| 6M | +39.4% | -10.2% | +49.6% | +41.4% |
| YTD | +79.0% | -2.0% | +80.9% | +72.5% |
| 1Y | +88.8% | -19.1% | +107.9% | +99.1% |
| 3Y | +6.4% | +20.9% | -14.5% | -12.8% |
| All | +154.8% | -17.2% | +172.0% | +184.7% |
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