+137.9%
APO vs IP
-17.2%
+155.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.5% |
| 7D | -1.0% | -5.3% | +4.3% | +1.1% |
| 30D | +3.5% | -10.9% | +14.3% | +8.1% |
| 3M | +4.5% | +11.2% | -6.6% | -1.0% |
| 6M | +22.8% | -10.2% | +33.0% | +26.2% |
| YTD | -6.5% | -2.0% | -4.5% | -8.1% |
| 1Y | +0.8% | -19.1% | +19.9% | +7.4% |
| 3Y | +62.0% | +20.9% | +41.1% | +34.5% |
| All | +137.9% | -17.2% | +155.1% | +140.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling