+1.4%
APA vs FTV
+90.8%
-89.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.4% |
| 7D | +0.5% | -4.5% | +5.0% | +4.1% |
| 30D | +23.4% | -7.1% | +30.5% | +30.4% |
| 3M | +12.7% | -7.2% | +19.9% | +17.0% |
| 6M | +39.4% | -1.5% | +40.9% | +35.7% |
| YTD | +79.0% | +3.5% | +75.5% | +64.8% |
| 1Y | +88.8% | +20.3% | +68.5% | +51.7% |
| 3Y | +6.4% | -3.1% | +9.5% | +0.6% |
| 5Y | +153.0% | +2.3% | +150.6% | +121.1% |
| 10Y | +7.5% | +76.3% | -68.8% | -29.1% |
| All | +1.4% | +90.8% | -89.4% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling