+7.5%
APA vs FTV
+126.9%
-119.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +0.5% |
| 7D | -5.5% | +1.4% | -6.9% | -6.8% |
| 30D | -1.2% | +18.3% | -19.4% | -14.2% |
| 3M | +10.6% | +9.8% | +0.7% | +1.4% |
| 6M | +28.4% | +12.3% | +16.1% | +13.2% |
| YTD | +89.7% | +23.1% | +66.7% | +50.9% |
| 1Y | +90.6% | +32.5% | +58.1% | +41.7% |
| 3Y | +36.9% | +38.3% | -1.4% | -4.2% |
| 5Y | +83.2% | +16.8% | +66.4% | +44.3% |
| 10Y | -0.1% | +106.6% | -106.7% | -43.3% |
| All | +7.5% | +126.9% | -119.5% | -40.5% |
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