+6.8%
APA vs FN
+900.0%
-893.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.3% | -3.9% |
| 7D | +0.5% | -1.7% | +2.2% | +0.9% |
| 30D | +23.4% | -22.0% | +45.4% | +28.8% |
| 3M | +12.7% | -43.0% | +55.7% | +24.9% |
| 6M | +39.4% | -27.7% | +67.2% | +41.1% |
| YTD | +79.0% | -10.5% | +89.5% | +67.6% |
| 1Y | +88.8% | +12.5% | +76.3% | +62.0% |
| 3Y | +6.4% | +153.8% | -147.4% | -37.3% |
| 5Y | +153.0% | +288.0% | -135.0% | +17.3% |
| All | +6.8% | +900.0% | -893.2% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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