+127,881.2%
APH vs IFF
+554.6%
+127,326.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | -5.0% | -9.8% | +4.7% | -1.2% |
| 30D | -8.4% | -1.6% | -6.7% | -8.1% |
| 3M | -4.5% | -1.8% | -2.7% | -4.4% |
| 6M | +25.3% | +3.6% | +21.6% | +22.2% |
| YTD | +18.9% | +25.4% | -6.5% | +5.9% |
| 1Y | +11.9% | +35.4% | -23.5% | -3.6% |
| 3Y | +278.0% | +23.9% | +254.1% | +227.9% |
| 5Y | +306.4% | -37.1% | +343.6% | +348.8% |
| 10Y | +955.2% | -10.3% | +965.5% | +854.9% |
| All | +127,881.2% | +554.6% | +127,326.6% | +55,917.0% |
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