+379.9%
APA vs FDS
+10,290.2%
-9,910.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -8.7% | -5.0% | -3.8% | -7.6% |
| 30D | -2.4% | +13.8% | -16.2% | -6.2% |
| 3M | +19.0% | +14.8% | +4.1% | +13.6% |
| 6M | +26.8% | +47.4% | -20.6% | +11.6% |
| YTD | +87.3% | +14.2% | +73.2% | +74.9% |
| 1Y | +92.3% | +26.6% | +65.7% | +74.0% |
| 3Y | +37.3% | -24.4% | +61.7% | +42.1% |
| 5Y | +73.2% | -22.6% | +95.8% | +77.1% |
| 10Y | -0.9% | +130.0% | -130.8% | -22.3% |
| All | +379.9% | +10,290.2% | -9,910.3% | +142.1% |
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