+24.3%
APD vs FGI
-70.3%
+94.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -0.7% | -11.6% | +10.9% | -0.7% |
| 30D | +10.1% | -3.3% | +13.4% | +10.1% |
| 3M | +4.9% | +65.6% | -60.7% | +4.0% |
| 6M | +2.5% | -2.8% | +5.2% | +1.9% |
| YTD | +27.8% | +30.1% | -2.4% | +26.3% |
| 1Y | +32.9% | +50.2% | -17.3% | +31.1% |
| 3Y | +13.4% | -0.4% | +13.8% | +12.2% |
| All | +24.3% | -70.3% | +94.6% | +25.8% |
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