+47.7%
APO vs IP
+12.9%
+34.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.0% | -0.5% | -3.3% |
| 7D | -1.1% | -5.0% | +3.9% | +0.5% |
| 30D | +1.1% | +6.5% | -5.4% | -0.6% |
| 3M | -9.2% | -18.0% | +8.8% | -4.0% |
| 6M | -9.2% | +10.3% | -19.6% | -12.7% |
| YTD | -18.0% | -9.9% | -8.1% | -16.6% |
| 1Y | -10.9% | -1.1% | -9.8% | -12.3% |
| All | +47.7% | +12.9% | +34.8% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling