+36.9%
APA vs FN
+106.7%
-69.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.0% | +1.5% |
| 7D | -5.5% | -4.1% | -1.5% | -5.5% |
| 30D | -1.2% | -28.3% | +27.2% | +0.4% |
| 3M | +10.6% | -33.9% | +44.4% | +12.6% |
| 6M | +28.4% | -43.9% | +72.3% | +31.9% |
| YTD | +89.7% | -23.4% | +113.2% | +84.1% |
| 1Y | +90.6% | -25.4% | +116.0% | +84.6% |
| 3Y | +36.9% | +107.9% | -71.0% | -6.4% |
| All | +36.9% | +106.7% | -69.8% | -6.4% |
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 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