+166.1%
APA vs FTV
+4.3%
+161.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +21.1% |
| 3M | +16.5% | -7.4% | +23.9% | +19.6% |
| 6M | +35.1% | -1.2% | +36.3% | +32.1% |
| YTD | +82.2% | +2.7% | +79.5% | +72.1% |
| 1Y | +102.5% | +18.4% | +84.0% | +73.3% |
| 3Y | +10.3% | -2.0% | +12.3% | +4.9% |
| 5Y | +166.1% | +3.4% | +162.7% | +137.0% |
| All | +166.1% | +4.3% | +161.8% | +137.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling