+114.2%
APA vs FTV
+17.4%
+96.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.0% |
| 7D | +0.3% | -1.3% | +1.6% | +0.4% |
| 30D | +9.3% | -9.5% | +18.8% | +9.9% |
| 3M | +23.3% | -10.9% | +34.2% | +23.8% |
| 6M | +39.5% | -0.6% | +40.1% | +35.6% |
| YTD | +87.6% | +1.4% | +86.2% | +78.4% |
| 1Y | +114.2% | +17.6% | +96.6% | +85.9% |
| All | +114.2% | +17.4% | +96.8% | +85.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling