+171.3%
APD vs IAG
+390.5%
-219.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.1% |
| 7D | -2.5% | +4.3% | -6.7% | -2.7% |
| 30D | -1.9% | +9.8% | -11.7% | -2.5% |
| 3M | +8.2% | +28.9% | -20.7% | +6.5% |
| 6M | +10.7% | -7.6% | +18.3% | +10.6% |
| YTD | +22.9% | +22.0% | +1.0% | +20.3% |
| 1Y | +5.8% | +99.5% | -93.7% | +0.1% |
| 3Y | +7.8% | +818.3% | -810.5% | -9.1% |
| 5Y | +26.1% | +785.9% | -759.8% | +3.7% |
| All | +171.3% | +390.5% | -219.2% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling