+56.6%
APA vs FGI
-70.0%
+126.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -8.7% | -1.4% | -7.4% | -8.7% |
| 30D | -2.4% | -3.2% | +0.8% | -2.4% |
| 3M | +19.0% | +64.1% | -45.1% | +15.4% |
| 6M | +26.8% | +17.2% | +9.6% | +23.9% |
| YTD | +87.3% | +31.6% | +55.8% | +77.8% |
| 1Y | +92.3% | +45.1% | +47.2% | +79.2% |
| 3Y | +37.3% | -2.0% | +39.2% | +22.7% |
| All | +56.6% | -70.0% | +126.6% | +44.6% |
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