-2.6%
APA vs FTI
+297.7%
-300.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.3% |
| 7D | +0.3% | -2.3% | +2.6% | +2.1% |
| 30D | +9.3% | +5.0% | +4.3% | +5.0% |
| 3M | +23.3% | +13.8% | +9.5% | +10.9% |
| 6M | +39.5% | +22.9% | +16.6% | +17.5% |
| YTD | +87.6% | +75.0% | +12.6% | +19.5% |
| 1Y | +114.2% | +96.9% | +17.4% | +24.5% |
| 3Y | +13.6% | +276.7% | -263.2% | -61.7% |
| 5Y | +175.6% | +1,157.0% | -981.4% | -67.2% |
| 10Y | -2.6% | +310.7% | -313.3% | -75.6% |
| All | -2.6% | +297.7% | -300.3% | -75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling