+67.9%
APO vs IP
-12.5%
+80.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.0% | -0.5% | -2.9% |
| 7D | -1.1% | -5.0% | +3.9% | +1.0% |
| 30D | +1.1% | +6.5% | -5.4% | -1.4% |
| 3M | -9.2% | -18.0% | +8.8% | -2.1% |
| 6M | -9.2% | +10.3% | -19.6% | -14.3% |
| YTD | -18.0% | -9.9% | -8.1% | -16.8% |
| 1Y | -10.9% | -1.1% | -9.8% | -13.7% |
| 3Y | +44.4% | +13.0% | +31.4% | +22.3% |
| 5Y | +67.9% | -12.3% | +80.2% | +62.7% |
| All | +67.9% | -12.5% | +80.4% | +62.7% |
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