+210.2%
APD vs FTV
+124.8%
+85.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +0.8% |
| 7D | -1.6% | +0.4% | -2.0% | -1.8% |
| 30D | +10.6% | +17.2% | -6.6% | +2.4% |
| 3M | +2.5% | +8.9% | -6.3% | -1.8% |
| 6M | +6.0% | +11.3% | -5.3% | -0.1% |
| YTD | +28.4% | +21.9% | +6.5% | +14.4% |
| 1Y | +22.2% | +31.6% | -9.4% | +4.7% |
| 3Y | +26.6% | +38.1% | -11.5% | +3.4% |
| 5Y | +11.8% | +15.7% | -3.9% | -1.8% |
| 10Y | +187.8% | +107.5% | +80.3% | +89.6% |
| All | +210.2% | +124.8% | +85.4% | +100.5% |
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