+100.5%
APH vs IOT
+61.4%
+39.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.6% | -46.2% | -47.6% |
| 7D | -48.7% | -4.0% | -44.7% | -48.3% |
| 30D | -51.9% | +3.8% | -55.7% | -52.1% |
| 3M | -43.6% | +14.2% | -57.7% | -44.9% |
| 6M | -37.5% | +40.1% | -77.7% | -41.5% |
| YTD | -38.6% | +13.4% | -52.0% | -40.9% |
| 1Y | -26.3% | +12.2% | -38.5% | -29.5% |
| 3Y | +89.2% | +30.0% | +59.2% | +72.7% |
| All | +100.5% | +61.4% | +39.1% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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