+1,804.4%
APO vs FFIV
+296.4%
+1,508.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -1.0% | -1.0% | -0.1% | -0.6% |
| 30D | +3.5% | -5.1% | +8.5% | +5.5% |
| 3M | +4.5% | -4.5% | +9.0% | +5.9% |
| 6M | +22.8% | +36.5% | -13.7% | +6.6% |
| YTD | -6.5% | +53.0% | -59.5% | -22.9% |
| 1Y | +0.8% | +24.2% | -23.4% | -9.9% |
| 3Y | +62.0% | +137.2% | -75.2% | +11.8% |
| 5Y | +138.2% | +91.8% | +46.5% | +76.8% |
| 10Y | +940.3% | +215.2% | +725.1% | +538.3% |
| All | +1,804.4% | +296.4% | +1,508.0% | +929.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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