+104.3%
APO vs IOT
+55.2%
+49.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | +0.2% |
| 7D | -1.0% | +5.1% | -6.0% | -2.1% |
| 30D | -0.4% | -3.0% | +2.7% | +0.2% |
| 3M | -0.9% | +15.0% | -15.8% | -4.7% |
| 6M | +22.1% | +13.1% | +9.0% | +16.6% |
| YTD | -8.4% | +9.0% | -17.4% | -12.8% |
| 1Y | -0.9% | +0.1% | -1.1% | -4.3% |
| 3Y | +56.1% | +26.4% | +29.7% | +37.5% |
| All | +104.3% | +55.2% | +49.1% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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