+12.7%
APA vs FND
+66.0%
-53.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.7% |
| 7D | +0.5% | -5.2% | +5.8% | +1.9% |
| 30D | +23.4% | -19.9% | +43.3% | +30.9% |
| 3M | +12.7% | +2.7% | +10.0% | +8.8% |
| 6M | +39.4% | -21.7% | +61.1% | +43.7% |
| YTD | +79.0% | -17.5% | +96.5% | +80.0% |
| 1Y | +88.8% | -39.3% | +128.1% | +109.1% |
| 3Y | +6.4% | -49.8% | +56.1% | +19.4% |
| 5Y | +153.0% | -60.1% | +213.1% | +189.3% |
| All | +12.7% | +66.0% | -53.4% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling