+1,649.0%
APO vs IP
+144.2%
+1,504.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.5% | +6.6% | +7.4% |
| 7D | +8.2% | +3.4% | +4.8% | +6.6% |
| 30D | +6.4% | +11.2% | -4.8% | +1.0% |
| 3M | -7.4% | -14.8% | +7.3% | -0.5% |
| 6M | -4.2% | +17.3% | -21.5% | -13.3% |
| YTD | -14.1% | -6.2% | -8.0% | -15.0% |
| 1Y | -4.4% | +2.3% | -6.7% | -9.7% |
| 3Y | +51.2% | +17.7% | +33.5% | +25.1% |
| 5Y | +75.0% | -8.4% | +83.4% | +64.5% |
| 10Y | +921.9% | +32.1% | +889.8% | +625.1% |
| All | +1,649.0% | +144.2% | +1,504.7% | +782.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling