-3.5%
APA vs FTV
+84.4%
-87.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +4.0% |
| 7D | +0.3% | -1.3% | +1.6% | +1.3% |
| 30D | +9.3% | -9.5% | +18.8% | +18.1% |
| 3M | +23.3% | -10.9% | +34.2% | +32.6% |
| 6M | +39.5% | -0.6% | +40.1% | +34.5% |
| YTD | +87.6% | +1.4% | +86.2% | +75.2% |
| 1Y | +114.2% | +17.6% | +96.6% | +74.6% |
| 3Y | +13.6% | -3.3% | +16.8% | +7.1% |
| 5Y | +175.6% | -0.1% | +175.7% | +145.1% |
| All | -3.5% | +84.4% | -87.9% | -35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling