+200.4%
APD vs FTV
+90.8%
+109.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -2.2% | -4.5% | +2.3% | -0.1% |
| 30D | +2.1% | -7.1% | +9.2% | +5.7% |
| 3M | +7.2% | -7.2% | +14.3% | +10.6% |
| 6M | +11.2% | -1.5% | +12.8% | +11.0% |
| YTD | +24.4% | +3.5% | +20.9% | +20.2% |
| 1Y | +6.7% | +20.3% | -13.7% | -4.7% |
| 3Y | +9.2% | -3.1% | +12.4% | +6.7% |
| 5Y | +27.4% | +2.3% | +25.0% | +18.6% |
| 10Y | +164.8% | +76.3% | +88.5% | +89.3% |
| All | +200.4% | +90.8% | +109.6% | +110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling