+844.5%
APH vs IP
+25.2%
+819.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.0% | -5.4% | -7.9% |
| 7D | -12.7% | -5.0% | -7.8% | -11.2% |
| 30D | -19.2% | +6.5% | -25.7% | -21.2% |
| 3M | -16.7% | -18.0% | +1.4% | -11.0% |
| 6M | +5.1% | +10.3% | -5.2% | -0.5% |
| YTD | +6.6% | -9.9% | +16.4% | +7.0% |
| 1Y | +3.9% | -1.1% | +5.0% | +0.2% |
| 3Y | +246.0% | +13.0% | +233.0% | +195.0% |
| 5Y | +268.0% | -12.3% | +280.2% | +246.7% |
| All | +844.5% | +25.2% | +819.3% | +651.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling