+129.2%
APO vs IFF
-35.8%
+165.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.0% |
| 7D | -3.5% | -3.2% | -0.3% | -2.3% |
| 30D | -6.6% | -0.3% | -6.3% | -6.5% |
| 3M | -3.3% | +8.4% | -11.7% | -6.9% |
| 6M | +22.6% | +23.0% | -0.4% | +10.4% |
| YTD | -9.8% | +25.5% | -35.2% | -20.1% |
| 1Y | -3.9% | +29.1% | -32.9% | -16.5% |
| 3Y | +52.5% | +31.7% | +20.8% | +24.7% |
| All | +129.2% | -35.8% | +165.0% | +173.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling