+0.3%
APA vs FN
+753.0%
-752.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.7% | -9.0% | +0.2% |
| 7D | -15.5% | 0.0% | -15.5% | -16.0% |
| 30D | +2.4% | -34.3% | +36.7% | +10.6% |
| 3M | +22.8% | -39.9% | +62.7% | +33.1% |
| 6M | +17.9% | -51.8% | +69.8% | +31.8% |
| YTD | +87.7% | -28.1% | +115.8% | +80.9% |
| 1Y | +94.2% | -29.1% | +123.3% | +85.7% |
| 3Y | +27.2% | +102.4% | -75.2% | -22.3% |
| 5Y | +74.1% | +171.7% | -97.5% | -11.7% |
| All | +0.3% | +753.0% | -752.7% | -63.4% |
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