+10.3%
APA vs FTV
-3.2%
+13.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.2% |
| 7D | -1.7% | -0.4% | -1.3% | -1.5% |
| 30D | +15.7% | -8.3% | +24.0% | +20.2% |
| 3M | +16.5% | -7.4% | +23.9% | +18.9% |
| 6M | +35.1% | -1.2% | +36.3% | +31.9% |
| YTD | +82.2% | +2.7% | +79.5% | +71.8% |
| 1Y | +102.5% | +18.4% | +84.0% | +72.8% |
| 3Y | +10.3% | -2.0% | +12.3% | -2.1% |
| All | +10.3% | -3.2% | +13.5% | -2.1% |
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 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