+204.0%
APD vs FTV
+119.0%
+84.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -3.7% | +0.2% | -3.9% | -3.8% |
| 30D | +9.6% | +15.7% | -6.1% | +2.1% |
| 3M | +1.6% | +7.5% | -5.9% | -2.1% |
| 6M | +2.2% | +8.5% | -6.3% | -2.5% |
| YTD | +25.9% | +18.8% | +7.1% | +13.5% |
| 1Y | +20.1% | +28.5% | -8.4% | +4.1% |
| 3Y | +12.4% | +34.0% | -21.6% | -6.8% |
| 5Y | +11.1% | +12.6% | -1.5% | -1.1% |
| 10Y | +190.1% | +111.4% | +78.7% | +91.3% |
| All | +204.0% | +119.0% | +84.9% | +99.0% |
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