+163.7%
APD vs FTV
+77.3%
+86.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | -2.5% | -0.4% | -2.1% | -2.3% |
| 30D | -1.9% | -8.3% | +6.4% | +2.3% |
| 3M | +8.2% | -7.4% | +15.6% | +11.9% |
| 6M | +10.7% | -1.2% | +12.0% | +10.3% |
| YTD | +22.9% | +2.7% | +20.2% | +19.1% |
| 1Y | +5.8% | +18.4% | -12.7% | -4.8% |
| 3Y | +7.8% | -2.0% | +9.8% | +4.6% |
| 5Y | +26.1% | +3.4% | +22.7% | +16.7% |
| 10Y | +163.7% | +78.5% | +85.2% | +86.6% |
| All | +163.7% | +77.3% | +86.4% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling