+107.2%
APA vs FFIV
+33.5%
+73.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.4% | -6.8% |
| 7D | -13.0% | -9.8% | -3.2% | -12.6% |
| 30D | +2.0% | -28.1% | +30.1% | +3.4% |
| 3M | +24.9% | -20.0% | +44.9% | +25.6% |
| 6M | +7.2% | -0.1% | +7.2% | +4.1% |
| YTD | +87.1% | +29.2% | +57.9% | +78.0% |
| 1Y | +107.2% | +36.6% | +70.6% | +96.3% |
| All | +107.2% | +33.5% | +73.7% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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