+88.8%
APA vs FDS
-17.4%
+106.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -2.9% |
| 7D | +0.5% | -1.9% | +2.4% | +0.7% |
| 30D | +23.4% | +9.0% | +14.4% | +22.7% |
| 3M | +12.7% | +18.9% | -6.2% | +11.5% |
| 6M | +39.4% | +35.1% | +4.3% | +36.8% |
| YTD | +79.0% | +5.5% | +73.5% | +75.8% |
| 1Y | +88.8% | -16.8% | +105.6% | +88.6% |
| All | +88.8% | -17.4% | +106.2% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling