+317.7%
APH vs IP
-10.3%
+328.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.5% | -7.7% | -6.5% |
| 7D | -2.4% | +3.4% | -5.8% | -3.4% |
| 30D | -9.5% | +11.2% | -20.7% | -12.2% |
| 3M | -7.6% | -14.8% | +7.2% | -4.0% |
| 6M | +12.4% | +17.3% | -4.9% | +5.8% |
| YTD | +17.5% | -6.2% | +23.7% | +16.5% |
| 1Y | +16.4% | +2.3% | +14.1% | +12.1% |
| 3Y | +281.6% | +17.7% | +264.0% | +227.9% |
| 5Y | +317.7% | -8.4% | +326.2% | +297.5% |
| All | +317.7% | -10.3% | +328.1% | +297.5% |
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