+107.2%
APA vs FTI
+57.1%
+50.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.4% | -3.5% | -4.6% |
| 7D | -13.0% | -9.7% | -3.3% | -7.1% |
| 30D | +2.0% | -8.2% | +10.2% | +7.5% |
| 3M | +24.9% | -7.8% | +32.7% | +30.8% |
| 6M | +7.2% | -13.4% | +20.6% | +16.5% |
| YTD | +87.1% | +45.1% | +42.0% | +35.1% |
| 1Y | +107.2% | +54.6% | +52.6% | +40.5% |
| All | +107.2% | +57.1% | +50.1% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling