+170.1%
APA vs FTI
+2,165.1%
-1,995.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.0% |
| 7D | +0.5% | +5.3% | -4.7% | -3.0% |
| 30D | +23.4% | +15.3% | +8.1% | +11.8% |
| 3M | +12.7% | +15.8% | -3.1% | +1.5% |
| 6M | +39.4% | +22.6% | +16.8% | +20.1% |
| YTD | +79.0% | +79.5% | -0.6% | +18.1% |
| 1Y | +88.8% | +102.0% | -13.2% | +14.9% |
| 3Y | +6.4% | +315.8% | -309.5% | -61.6% |
| 5Y | +153.0% | +1,129.5% | -976.5% | -58.7% |
| 10Y | +7.5% | +320.9% | -313.4% | -63.8% |
| All | +170.1% | +2,165.1% | -1,995.1% | -64.5% |
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