+6,274.1%
APD vs IFF
+802.8%
+5,471.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | +3.8% | -1.8% | +5.6% | +4.6% |
| 30D | +8.2% | -9.4% | +17.6% | +12.9% |
| 3M | +4.3% | -3.0% | +7.3% | +5.4% |
| 6M | +4.7% | +5.8% | -1.1% | +1.0% |
| YTD | +31.5% | +22.4% | +9.2% | +16.0% |
| 1Y | +23.5% | +23.0% | +0.5% | +8.7% |
| 3Y | +29.1% | +21.8% | +7.3% | +11.6% |
| 5Y | +15.9% | -39.2% | +55.1% | +32.5% |
| 10Y | +191.9% | -12.4% | +204.3% | +160.8% |
| All | +6,274.1% | +802.8% | +5,471.2% | +1,641.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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