+137.0%
APO vs IRM
+192.5%
-55.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +0.1% | +1.6% | -1.5% | -0.7% |
| 30D | +3.9% | -4.2% | +8.1% | +5.7% |
| 3M | +3.8% | -5.4% | +9.1% | +5.7% |
| 6M | +22.3% | +12.0% | +10.3% | +14.0% |
| YTD | -7.8% | +42.0% | -49.8% | -24.3% |
| 1Y | -0.3% | +29.9% | -30.2% | -15.0% |
| 3Y | +57.1% | +104.4% | -47.2% | -1.1% |
| 5Y | +137.0% | +191.0% | -54.0% | +24.3% |
| All | +137.0% | +192.5% | -55.6% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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