+472.4%
APA vs IRM
+9,145.3%
-8,673.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.7% | +2.3% |
| 7D | -15.5% | -8.6% | -6.9% | -13.3% |
| 30D | +2.4% | -8.0% | +10.4% | +4.7% |
| 3M | +22.8% | -12.0% | +34.8% | +26.9% |
| 6M | +17.9% | -18.2% | +36.1% | +23.9% |
| YTD | +87.7% | +31.4% | +56.3% | +66.8% |
| 1Y | +94.2% | +9.2% | +85.0% | +82.9% |
| 3Y | +27.2% | +94.6% | -67.4% | -2.9% |
| 5Y | +74.1% | +170.2% | -96.0% | +19.0% |
| 10Y | +2.6% | +464.3% | -461.7% | -43.0% |
| All | +472.4% | +9,145.3% | -8,673.0% | +140.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling