+4.5%
APA vs FTI
+180.1%
-175.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +2.6% |
| 7D | +5.1% | +1.4% | +3.7% | +3.9% |
| 30D | +0.3% | -6.3% | +6.5% | +5.1% |
| 3M | +15.6% | -13.1% | +28.8% | +28.3% |
| 6M | +28.9% | -8.0% | +36.9% | +35.8% |
| YTD | +96.6% | +47.1% | +49.5% | +42.6% |
| 1Y | +95.5% | +50.7% | +44.8% | +39.4% |
| 3Y | +41.8% | +209.0% | -167.1% | -44.1% |
| 5Y | +85.4% | +847.0% | -761.6% | -72.5% |
| 10Y | +4.5% | +184.3% | -179.8% | -64.1% |
| All | +4.5% | +180.1% | -175.5% | -64.1% |
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