+310.0%
APA vs FFIV
+5,965.2%
-5,655.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -15.5% | -8.1% | -7.4% | -14.6% |
| 30D | +2.4% | -33.4% | +35.8% | +7.2% |
| 3M | +22.8% | -24.7% | +47.5% | +26.4% |
| 6M | +17.9% | -8.8% | +26.8% | +18.4% |
| YTD | +87.7% | +21.8% | +65.9% | +81.3% |
| 1Y | +94.2% | +25.3% | +68.9% | +86.8% |
| 3Y | +27.2% | +101.2% | -73.9% | +15.6% |
| 5Y | +74.1% | +40.2% | +33.9% | +64.4% |
| 10Y | +2.6% | +129.0% | -126.4% | -7.3% |
| All | +310.0% | +5,965.2% | -5,655.1% | +248.8% |
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