+21.0%
APD vs FGI
-70.4%
+91.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.5% | -8.5% | -1.0% |
| 7D | -2.2% | +0.5% | -2.8% | -2.2% |
| 30D | +2.1% | +65.4% | -63.3% | +1.3% |
| 3M | +7.2% | +23.5% | -16.3% | +6.5% |
| 6M | +11.2% | +60.5% | -49.3% | +9.8% |
| YTD | +24.4% | +30.0% | -5.6% | +23.0% |
| 1Y | +6.7% | +82.1% | -75.4% | +4.7% |
| 3Y | +9.2% | -4.4% | +13.6% | +8.3% |
| All | +21.0% | -70.4% | +91.3% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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