+27.2%
APA vs FN
+101.0%
-73.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.7% | -9.0% | +2.0% |
| 7D | -15.5% | 0.0% | -15.5% | -15.6% |
| 30D | +2.4% | -34.3% | +36.7% | +4.5% |
| 3M | +22.8% | -39.9% | +62.7% | +25.7% |
| 6M | +17.9% | -51.8% | +69.8% | +22.5% |
| YTD | +87.7% | -28.1% | +115.8% | +82.9% |
| 1Y | +94.2% | -29.1% | +123.3% | +88.5% |
| 3Y | +27.2% | +102.4% | -75.2% | -6.5% |
| All | +27.2% | +101.0% | -73.8% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling