+10.3%
APA vs IRM
+101.2%
-90.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | -1.7% | +1.6% | -3.3% | -2.1% |
| 30D | +15.7% | -4.2% | +19.9% | +16.6% |
| 3M | +16.5% | -5.4% | +21.8% | +17.1% |
| 6M | +35.1% | +12.0% | +23.1% | +28.8% |
| YTD | +82.2% | +42.0% | +40.2% | +59.1% |
| 1Y | +102.5% | +29.9% | +72.6% | +81.4% |
| 3Y | +10.3% | +104.4% | -94.1% | -21.7% |
| All | +10.3% | +101.2% | -90.9% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 3y: compounded portfolio wealth divided by compounded IRM 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…
3y analysis · Full analysis span regression · 6 months rolling