+23.8%
APA vs FND
+68.8%
-45.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.8% |
| 7D | +5.1% | -4.4% | +9.5% | +6.3% |
| 30D | +0.3% | +14.5% | -14.2% | -4.4% |
| 3M | +15.6% | -15.6% | +31.3% | +19.7% |
| 6M | +28.9% | +4.7% | +24.2% | +21.7% |
| YTD | +96.6% | -16.1% | +112.7% | +94.4% |
| 1Y | +95.5% | -16.0% | +111.5% | +92.5% |
| 3Y | +41.8% | -35.5% | +77.3% | +44.4% |
| 5Y | +85.4% | -60.5% | +145.9% | +111.5% |
| All | +23.8% | +68.8% | -45.0% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling