+67.5%
APA vs FGI
-66.3%
+133.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.2% | -4.2% | +1.8% |
| 7D | +9.6% | +13.5% | -3.9% | +9.2% |
| 30D | -0.2% | +17.1% | -17.3% | -0.7% |
| 3M | +19.8% | +78.0% | -58.2% | +16.0% |
| 6M | +30.1% | +46.4% | -16.4% | +26.2% |
| YTD | +100.4% | +47.7% | +52.7% | +89.6% |
| 1Y | +105.2% | +56.8% | +48.4% | +91.1% |
| 3Y | +44.6% | +12.3% | +32.3% | +28.5% |
| All | +67.5% | -66.3% | +133.8% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling