+10.0%
APD vs FFIV
+39.5%
-29.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -3.7% | -8.1% | +4.5% | -2.1% |
| 30D | +9.6% | -33.4% | +43.0% | +17.9% |
| 3M | +1.6% | -24.7% | +26.4% | +6.2% |
| 6M | +2.2% | -8.8% | +11.0% | +1.4% |
| YTD | +25.9% | +21.8% | +4.1% | +14.6% |
| 1Y | +20.1% | +25.3% | -5.2% | +8.3% |
| 3Y | +12.4% | +101.2% | -88.8% | -14.3% |
| All | +10.0% | +39.5% | -29.5% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling