+5,221.1%
APH vs IAG
+377.5%
+4,843.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.1% | -47.9% | -47.8% |
| 7D | -48.7% | -4.9% | -43.8% | -48.5% |
| 30D | -51.9% | +28.9% | -80.8% | -53.1% |
| 3M | -43.6% | +19.1% | -62.7% | -44.6% |
| 6M | -37.5% | -10.3% | -27.3% | -37.3% |
| YTD | -38.6% | +24.2% | -62.8% | -40.4% |
| 1Y | -26.3% | +116.5% | -142.8% | -31.9% |
| 3Y | +89.2% | +742.8% | -653.6% | +52.6% |
| 5Y | +119.8% | +753.3% | -633.5% | +71.6% |
| 10Y | +454.3% | +403.2% | +51.1% | +321.2% |
| All | +5,221.1% | +377.5% | +4,843.6% | +3,606.0% |
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