+10,963.9%
APH vs IAG
+331.8%
+10,632.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.7% | +5.7% | -0.3% |
| 7D | -5.0% | +16.8% | -21.9% | -6.5% |
| 30D | -8.4% | -1.5% | -6.9% | -8.3% |
| 3M | -4.5% | +0.5% | -5.0% | -4.8% |
| 6M | +25.3% | -1.0% | +26.2% | +24.7% |
| YTD | +18.9% | +12.3% | +6.6% | +16.4% |
| 1Y | +11.9% | +39.2% | -27.3% | +7.5% |
| 3Y | +278.0% | +712.3% | -434.3% | +206.0% |
| 5Y | +306.4% | +484.2% | -177.8% | +227.5% |
| 10Y | +955.2% | +382.3% | +572.9% | +707.7% |
| All | +10,963.9% | +331.8% | +10,632.1% | +7,662.8% |
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