+73.2%
APA vs FN
+206.7%
-133.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.9% | -12.0% | -1.2% |
| 7D | -8.7% | +16.3% | -25.0% | -10.2% |
| 30D | -2.4% | -24.7% | +22.3% | -0.4% |
| 3M | +19.0% | -34.9% | +53.9% | +22.5% |
| 6M | +26.8% | -41.1% | +67.9% | +31.0% |
| YTD | +87.3% | -19.6% | +107.0% | +81.1% |
| 1Y | +92.3% | -18.5% | +110.8% | +84.3% |
| 3Y | +37.3% | +119.1% | -81.9% | +3.1% |
| 5Y | +73.2% | +206.9% | -133.8% | +13.2% |
| All | +73.2% | +206.7% | -133.5% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling