+132,206.2%
APH vs IFF
+576.4%
+131,629.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +5.0% | -1.8% | +6.8% | +5.7% |
| 30D | -3.9% | -2.0% | -1.9% | -3.3% |
| 3M | +13.0% | +18.5% | -5.6% | +5.0% |
| 6M | +25.2% | +11.7% | +13.5% | +17.8% |
| YTD | +22.9% | +29.6% | -6.6% | +8.5% |
| 1Y | +47.8% | +35.0% | +12.9% | +27.7% |
| 3Y | +283.0% | +32.3% | +250.7% | +224.0% |
| 5Y | +349.7% | -34.6% | +384.2% | +389.1% |
| 10Y | +1,061.2% | -20.6% | +1,081.8% | +1,008.8% |
| All | +132,206.2% | +576.4% | +131,629.8% | +57,313.2% |
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