+891.9%
APA vs IP
+345.0%
+546.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.5% | -8.4% | -7.5% |
| 7D | -13.0% | +3.4% | -16.3% | -14.2% |
| 30D | +2.0% | +11.2% | -9.3% | -2.5% |
| 3M | +24.9% | -14.8% | +39.7% | +31.5% |
| 6M | +7.2% | +17.3% | -10.1% | -3.4% |
| YTD | +87.1% | -6.2% | +93.3% | +80.1% |
| 1Y | +107.2% | +2.3% | +104.8% | +91.9% |
| 3Y | +24.7% | +17.7% | +7.1% | +6.2% |
| 5Y | +78.5% | -8.4% | +86.9% | +67.6% |
| 10Y | +2.3% | +32.1% | -29.7% | -13.6% |
| All | +891.9% | +345.0% | +546.9% | +458.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling