+1,268.4%
APD vs IAG
+377.5%
+890.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.8% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | +2.1% | +28.9% | -26.8% | -0.2% |
| 3M | +7.2% | +19.1% | -12.0% | +5.2% |
| 6M | +11.2% | -10.3% | +21.5% | +11.3% |
| YTD | +24.4% | +24.2% | +0.2% | +20.4% |
| 1Y | +6.7% | +116.5% | -109.8% | -1.9% |
| 3Y | +9.2% | +742.8% | -733.6% | -12.9% |
| 5Y | +27.4% | +753.3% | -726.0% | -1.8% |
| 10Y | +164.8% | +403.2% | -238.4% | +99.3% |
| All | +1,268.4% | +377.5% | +890.9% | +751.9% |
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