+1,284.6%
APD vs IAG
+337.4%
+947.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.2% | -8.7% | -2.1% |
| 7D | -3.7% | +21.4% | -25.1% | -5.2% |
| 30D | +9.6% | +4.0% | +5.6% | +9.1% |
| 3M | +1.6% | +17.0% | -15.4% | 0.0% |
| 6M | +2.2% | +1.4% | +0.8% | +1.3% |
| YTD | +25.9% | +13.8% | +12.1% | +22.4% |
| 1Y | +20.1% | +55.8% | -35.7% | +13.7% |
| 3Y | +12.4% | +647.4% | -635.0% | -9.6% |
| 5Y | +11.1% | +519.1% | -508.0% | -12.0% |
| 10Y | +190.1% | +345.6% | -155.5% | +121.1% |
| All | +1,284.6% | +337.4% | +947.2% | +766.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling