-45.8%
APTV vs FFIV
+26.5%
-72.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.5% | -3.2% |
| 7D | -1.2% | +3.5% | -4.6% | -1.6% |
| 30D | -10.6% | -1.3% | -9.3% | -10.6% |
| 3M | -35.0% | +2.4% | -37.4% | -35.6% |
| 6M | -38.9% | +41.8% | -80.7% | -43.7% |
| YTD | -41.5% | +58.5% | -100.0% | -47.7% |
| 1Y | -45.8% | +24.3% | -70.2% | -51.3% |
| All | -45.8% | +26.5% | -72.3% | -51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling