-4.9%
APA vs FDS
+77.6%
-82.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +3.7% |
| 7D | -1.7% | -5.4% | +3.7% | +0.6% |
| 30D | +15.7% | +1.6% | +14.1% | +14.6% |
| 3M | +16.5% | +17.7% | -1.3% | +6.5% |
| 6M | +35.1% | +29.1% | +6.0% | +16.2% |
| YTD | +82.2% | +1.0% | +81.2% | +75.0% |
| 1Y | +102.5% | -21.6% | +124.1% | +120.2% |
| 3Y | +10.3% | -30.1% | +40.4% | +24.5% |
| 5Y | +166.1% | -20.7% | +186.9% | +170.2% |
| 10Y | -4.9% | +78.3% | -83.2% | -32.8% |
| All | -4.9% | +77.6% | -82.4% | -32.8% |
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