+1,365.4%
APD vs FFIV
+5,965.2%
-4,599.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -3.7% | -8.1% | +4.5% | -2.8% |
| 30D | +9.6% | -33.4% | +43.0% | +13.9% |
| 3M | +1.6% | -24.7% | +26.4% | +4.2% |
| 6M | +2.2% | -8.8% | +11.0% | +2.5% |
| YTD | +25.9% | +21.8% | +4.1% | +22.0% |
| 1Y | +20.1% | +25.3% | -5.2% | +16.1% |
| 3Y | +12.4% | +101.2% | -88.8% | +2.9% |
| 5Y | +11.1% | +40.2% | -29.1% | +5.0% |
| 10Y | +190.1% | +129.0% | +61.1% | +159.3% |
| All | +1,365.4% | +5,965.2% | -4,599.8% | +1,004.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling