+154.8%
APA vs FFIV
+91.3%
+63.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | +0.5% | -1.0% | +1.5% | +0.8% |
| 30D | +23.4% | -5.1% | +28.5% | +25.4% |
| 3M | +12.7% | -4.5% | +17.1% | +13.4% |
| 6M | +39.4% | +36.5% | +2.9% | +20.0% |
| YTD | +79.0% | +53.0% | +26.0% | +45.4% |
| 1Y | +88.8% | +24.2% | +64.6% | +67.3% |
| 3Y | +6.4% | +137.2% | -130.9% | -30.1% |
| All | +154.8% | +91.3% | +63.5% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling