+122.9%
APH vs IP
-17.2%
+140.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.8% | -46.0% | -47.3% |
| 7D | -48.7% | -6.6% | -42.1% | -47.5% |
| 30D | -51.9% | -10.9% | -41.1% | -50.2% |
| 3M | -43.6% | +11.2% | -54.7% | -45.5% |
| 6M | -37.5% | -10.2% | -27.3% | -36.3% |
| YTD | -38.6% | -2.0% | -36.7% | -39.3% |
| 1Y | -26.3% | -19.1% | -7.2% | -23.1% |
| 3Y | +89.2% | +20.9% | +68.4% | +63.4% |
| All | +122.9% | -17.2% | +140.1% | +120.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling