+853.3%
APO vs IP
+20.8%
+832.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.1% |
| 7D | +5.8% | -0.3% | +6.0% | +5.9% |
| 30D | +8.9% | +7.9% | +1.0% | +4.9% |
| 3M | -13.6% | -15.3% | +1.7% | -6.8% |
| 6M | -5.4% | +10.5% | -15.9% | -11.8% |
| YTD | -13.6% | -9.4% | -4.3% | -12.9% |
| 1Y | -2.5% | -4.6% | +2.1% | -4.6% |
| 3Y | +50.9% | +21.2% | +29.6% | +20.5% |
| 5Y | +81.4% | -13.3% | +94.7% | +74.9% |
| All | +853.3% | +20.8% | +832.5% | +510.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling