+67.0%
APO vs IP
-12.0%
+79.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.8% |
| 7D | +0.8% | -5.1% | +5.8% | +3.0% |
| 30D | +1.0% | +8.5% | -7.5% | -2.2% |
| 3M | -8.4% | -13.8% | +5.4% | -3.1% |
| 6M | -9.1% | +5.7% | -14.8% | -12.5% |
| YTD | -18.3% | -9.1% | -9.2% | -17.4% |
| 1Y | -8.0% | -0.8% | -7.2% | -10.9% |
| 3Y | +47.1% | +14.8% | +32.3% | +23.5% |
| All | +67.0% | -12.0% | +79.0% | +61.5% |
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