+101.8%
APA vs FTV
+31.1%
+70.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +8.5% | +3.9% | +4.6% | +8.6% |
| 30D | +2.8% | +18.7% | -15.9% | +2.8% |
| 3M | +21.7% | +10.0% | +11.7% | +21.4% |
| 6M | +32.6% | +14.6% | +18.1% | +30.9% |
| YTD | +103.7% | +23.4% | +80.3% | +94.8% |
| 1Y | +101.8% | +31.3% | +70.5% | +92.0% |
| All | +101.8% | +31.1% | +70.7% | +92.0% |
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