+126,856.7%
APH vs IFF
+550.5%
+126,306.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +0.4% | -5.7% | +6.1% | +2.6% |
| 30D | -8.0% | -2.7% | -5.3% | -7.4% |
| 3M | -5.0% | -2.3% | -2.7% | -4.7% |
| 6M | +29.9% | +6.0% | +23.9% | +25.6% |
| YTD | +18.0% | +24.6% | -6.6% | +5.3% |
| 1Y | +11.3% | +29.4% | -18.0% | -2.4% |
| 3Y | +274.9% | +23.1% | +251.8% | +226.1% |
| 5Y | +300.6% | -37.2% | +337.8% | +342.4% |
| 10Y | +944.2% | -10.8% | +955.0% | +847.0% |
| All | +126,856.7% | +550.5% | +126,306.2% | +55,602.8% |
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