+4.5%
APA vs FN
+850.1%
-845.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.9% | -2.3% | +2.4% |
| 7D | +5.1% | +8.0% | -3.0% | +2.8% |
| 30D | +0.3% | -19.1% | +19.4% | +3.5% |
| 3M | +15.6% | -29.8% | +45.5% | +21.3% |
| 6M | +28.9% | -43.2% | +72.1% | +38.7% |
| YTD | +96.6% | -18.9% | +115.5% | +84.3% |
| 1Y | +95.5% | -17.9% | +113.4% | +80.6% |
| 3Y | +41.8% | +120.1% | -78.3% | -14.6% |
| 5Y | +85.4% | +206.7% | -121.3% | -9.0% |
| 10Y | +4.5% | +804.7% | -800.1% | -63.3% |
| All | +4.5% | +850.1% | -845.5% | -63.3% |
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