+37.3%
APA vs FTV
+37.0%
+0.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.4% |
| 7D | -8.7% | +0.4% | -9.1% | -9.0% |
| 30D | -2.4% | +17.2% | -19.6% | -10.0% |
| 3M | +19.0% | +8.9% | +10.1% | +13.6% |
| 6M | +26.8% | +11.3% | +15.5% | +17.8% |
| YTD | +87.3% | +21.9% | +65.4% | +60.6% |
| 1Y | +92.3% | +31.6% | +60.7% | +55.2% |
| 3Y | +37.3% | +38.1% | -0.8% | +3.6% |
| All | +37.3% | +37.0% | +0.2% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling