+10.3%
APA vs FFIV
+141.9%
-131.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -1.7% | -1.5% | -0.2% | -1.2% |
| 30D | +15.7% | -2.7% | +18.4% | +16.4% |
| 3M | +16.5% | -1.7% | +18.1% | +15.7% |
| 6M | +35.1% | +36.1% | -1.0% | +17.6% |
| YTD | +82.2% | +52.6% | +29.6% | +50.1% |
| 1Y | +102.5% | +21.5% | +80.9% | +83.8% |
| 3Y | +10.3% | +142.7% | -132.4% | -22.5% |
| All | +10.3% | +141.9% | -131.6% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling