+69.7%
APA vs FN
+148.3%
-78.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.2% | +12.0% | -1.0% |
| 7D | -15.6% | -16.0% | +0.4% | -14.4% |
| 30D | -0.9% | -40.1% | +39.2% | +3.3% |
| 3M | +26.1% | -43.9% | +70.0% | +31.5% |
| 6M | +6.1% | -55.6% | +61.7% | +12.7% |
| YTD | +82.8% | -35.7% | +118.5% | +80.4% |
| 1Y | +106.5% | -39.8% | +146.3% | +104.6% |
| 3Y | +21.9% | +80.3% | -58.4% | -7.0% |
| 5Y | +69.7% | +143.3% | -73.6% | +14.0% |
| All | +69.7% | +148.3% | -78.6% | +14.0% |
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