+56.8%
APA vs FGI
-70.6%
+127.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.7% |
| 7D | -15.5% | -7.0% | -8.6% | -15.3% |
| 30D | +2.4% | -4.2% | +6.6% | +2.5% |
| 3M | +22.8% | +55.6% | -32.8% | +19.3% |
| 6M | +17.9% | -3.2% | +21.1% | +16.0% |
| YTD | +87.7% | +29.1% | +58.6% | +78.2% |
| 1Y | +94.2% | +51.0% | +43.2% | +80.5% |
| 3Y | +27.2% | +1.5% | +25.7% | +12.9% |
| All | +56.8% | -70.6% | +127.4% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling