+1,766.1%
APO vs IFF
+93.1%
+1,673.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.1% |
| 7D | -1.0% | -3.0% | +2.0% | +0.5% |
| 30D | -0.4% | -0.9% | +0.5% | +0.1% |
| 3M | -0.9% | +11.8% | -12.7% | -7.0% |
| 6M | +22.1% | +16.5% | +5.6% | +10.2% |
| YTD | -8.4% | +26.5% | -34.9% | -21.4% |
| 1Y | -0.9% | +32.7% | -33.6% | -17.6% |
| 3Y | +56.1% | +32.0% | +24.1% | +24.9% |
| 5Y | +136.0% | -36.1% | +172.1% | +174.9% |
| 10Y | +949.3% | -20.1% | +969.4% | +897.9% |
| All | +1,766.1% | +93.1% | +1,673.0% | +930.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling