+28.9%
APA vs FTI
-7.1%
+36.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +2.8% |
| 7D | +5.1% | +1.4% | +3.7% | +4.1% |
| 30D | +0.3% | -6.3% | +6.5% | +3.9% |
| 3M | +15.6% | -13.1% | +28.8% | +24.9% |
| 6M | +28.9% | -8.0% | +36.9% | +33.3% |
| All | +28.9% | -7.1% | +36.0% | +33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling