+164.3%
APD vs FFIV
+216.0%
-51.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | -2.2% | -1.0% | -1.3% | -2.0% |
| 30D | +2.1% | -5.1% | +7.2% | +3.4% |
| 3M | +7.2% | -4.5% | +11.6% | +7.9% |
| 6M | +11.2% | +36.5% | -25.2% | +0.3% |
| YTD | +24.4% | +53.0% | -28.6% | +7.6% |
| 1Y | +6.7% | +24.2% | -17.5% | -2.0% |
| 3Y | +9.2% | +137.2% | -128.0% | -19.9% |
| 5Y | +27.4% | +91.8% | -64.4% | -2.2% |
| All | +164.3% | +216.0% | -51.7% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling