+354.9%
APH vs IFF
-34.9%
+389.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -3.3% | -0.3% | -3.0% | -3.3% |
| 3M | +14.0% | +18.6% | -4.5% | +8.6% |
| 6M | +24.4% | +17.4% | +7.1% | +18.0% |
| YTD | +21.4% | +28.5% | -7.1% | +11.8% |
| 1Y | +48.9% | +32.5% | +16.4% | +35.5% |
| 3Y | +290.1% | +34.1% | +256.1% | +243.9% |
| All | +354.9% | -34.9% | +389.7% | +408.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling