+186.3%
APA vs FTI
+1,731.3%
-1,545.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.7% |
| 7D | -5.5% | -3.3% | -2.3% | -3.3% |
| 30D | -1.2% | -7.2% | +6.1% | +3.9% |
| 3M | +10.6% | -12.9% | +23.4% | +21.0% |
| 6M | +28.4% | -7.9% | +36.3% | +34.7% |
| YTD | +89.7% | +45.2% | +44.6% | +44.6% |
| 1Y | +90.6% | +48.1% | +42.5% | +43.4% |
| 3Y | +36.9% | +205.0% | -168.1% | -38.5% |
| 5Y | +83.2% | +838.8% | -755.6% | -64.0% |
| 10Y | -0.1% | +174.8% | -174.9% | -55.6% |
| All | +186.3% | +1,731.3% | -1,545.0% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling