+1,149.0%
APO vs FTV
+127.3%
+1,021.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +3.5% | +3.7% | -0.2% | +0.9% |
| 30D | +4.4% | +16.8% | -12.5% | -6.5% |
| 3M | -12.1% | +10.4% | -22.5% | -18.2% |
| 6M | -7.2% | +12.8% | -20.1% | -15.4% |
| YTD | -15.1% | +23.3% | -38.4% | -28.3% |
| 1Y | -7.7% | +31.0% | -38.6% | -25.4% |
| 3Y | +49.6% | +38.6% | +11.0% | +15.4% |
| 5Y | +78.3% | +17.6% | +60.7% | +52.7% |
| 10Y | +827.7% | +110.0% | +717.7% | +454.2% |
| All | +1,149.0% | +127.3% | +1,021.7% | +629.6% |
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