+4.4%
APA vs FDS
+127.0%
-122.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.4% |
| 7D | +9.6% | -2.6% | +12.2% | +10.7% |
| 30D | -0.2% | +14.1% | -14.3% | -6.3% |
| 3M | +19.8% | +19.8% | +0.1% | +9.4% |
| 6M | +30.1% | +55.0% | -24.9% | +3.1% |
| YTD | +100.4% | +15.9% | +84.5% | +79.6% |
| 1Y | +105.2% | +24.2% | +81.0% | +76.5% |
| 3Y | +44.6% | -24.0% | +68.6% | +58.2% |
| 5Y | +88.8% | -23.3% | +112.1% | +100.7% |
| All | +4.4% | +127.0% | -122.6% | -31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling