+15.8%
APD vs FFIV
+40.7%
-24.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.5% |
| 7D | +2.2% | +1.9% | +0.3% | +1.8% |
| 30D | +9.4% | -33.3% | +42.7% | +17.8% |
| 3M | +4.7% | -24.9% | +29.6% | +9.5% |
| 6M | +5.5% | -10.5% | +16.0% | +5.3% |
| YTD | +31.4% | +24.4% | +7.0% | +19.1% |
| 1Y | +24.1% | +32.3% | -8.1% | +10.4% |
| 3Y | +28.8% | +99.7% | -70.9% | -1.2% |
| 5Y | +15.8% | +38.4% | -22.7% | -4.5% |
| All | +15.8% | +40.7% | -24.9% | -4.5% |
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 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