-4.1%
APA vs FTV
+80.1%
-84.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +1.2% |
| 7D | +0.8% | -5.2% | +6.0% | +5.2% |
| 30D | +9.6% | -11.5% | +21.1% | +20.5% |
| 3M | +18.0% | -9.0% | +27.0% | +24.9% |
| 6M | +41.9% | -2.0% | +43.9% | +38.2% |
| YTD | +86.3% | -0.9% | +87.3% | +77.3% |
| 1Y | +97.9% | +14.8% | +83.1% | +64.5% |
| 3Y | +12.8% | -5.5% | +18.3% | +8.4% |
| 5Y | +177.2% | -1.9% | +179.1% | +149.6% |
| All | -4.1% | +80.1% | -84.2% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FTV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling