+329.4%
APA vs FFIV
+6,144.1%
-5,814.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.5% |
| 7D | +5.1% | -2.9% | +8.0% | +5.4% |
| 30D | +0.3% | -32.4% | +32.7% | +4.8% |
| 3M | +15.6% | -22.7% | +38.4% | +18.7% |
| 6M | +28.9% | -10.7% | +39.6% | +29.7% |
| YTD | +96.6% | +25.4% | +71.2% | +89.2% |
| 1Y | +95.5% | +34.2% | +61.3% | +86.5% |
| 3Y | +41.8% | +101.2% | -59.4% | +28.9% |
| 5Y | +85.4% | +42.0% | +43.5% | +74.7% |
| 10Y | +4.5% | +126.7% | -122.2% | -5.6% |
| All | +329.4% | +6,144.1% | -5,814.7% | +264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling