+27.2%
APA vs IRM
+90.1%
-62.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.7% | +2.5% |
| 7D | -15.5% | -8.6% | -6.9% | -14.2% |
| 30D | +2.4% | -8.0% | +10.4% | +3.8% |
| 3M | +22.8% | -12.0% | +34.8% | +25.3% |
| 6M | +17.9% | -18.2% | +36.1% | +22.1% |
| YTD | +87.7% | +31.4% | +56.3% | +65.6% |
| 1Y | +94.2% | +9.2% | +85.0% | +82.4% |
| 3Y | +27.2% | +94.6% | -67.4% | -13.4% |
| All | +27.2% | +90.1% | -62.9% | -13.4% |
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