-34.1%
APA vs FN
+3,620.5%
-3,654.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.3% | -3.8% |
| 7D | +0.5% | -1.7% | +2.2% | +0.8% |
| 30D | +23.4% | -22.0% | +45.4% | +28.2% |
| 3M | +12.7% | -43.0% | +55.7% | +23.2% |
| 6M | +39.4% | -27.7% | +67.2% | +41.3% |
| YTD | +79.0% | -10.5% | +89.5% | +70.5% |
| 1Y | +88.8% | +12.5% | +76.3% | +68.0% |
| 3Y | +6.4% | +153.8% | -147.4% | -27.7% |
| 5Y | +153.0% | +288.0% | -135.0% | +48.3% |
| 10Y | +7.5% | +906.4% | -898.9% | -48.7% |
| All | -34.1% | +3,620.5% | -3,654.7% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling