+380.8%
APA vs FDS
+10,327.4%
-9,946.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.7% | +6.3% | +3.7% |
| 7D | -15.5% | -0.5% | -15.0% | -15.6% |
| 30D | +2.4% | +20.2% | -17.8% | -3.0% |
| 3M | +22.8% | +19.9% | +2.9% | +15.9% |
| 6M | +17.9% | +56.2% | -38.2% | +2.0% |
| YTD | +87.7% | +14.6% | +73.1% | +75.0% |
| 1Y | +94.2% | +31.6% | +62.6% | +73.8% |
| 3Y | +27.2% | -23.8% | +51.0% | +31.4% |
| 5Y | +74.1% | -22.6% | +96.7% | +78.0% |
| 10Y | +2.6% | +139.3% | -136.7% | -20.3% |
| All | +380.8% | +10,327.4% | -9,946.6% | +142.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling