-54.5%
APTV vs FFIV
+141.9%
-196.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.6% |
| 7D | +2.0% | -1.5% | +3.5% | +2.5% |
| 30D | -7.7% | -2.7% | -5.1% | -7.2% |
| 3M | -34.0% | -1.7% | -32.3% | -34.3% |
| 6M | -37.1% | +36.1% | -73.2% | -45.3% |
| YTD | -39.9% | +52.6% | -92.5% | -50.6% |
| 1Y | -44.4% | +21.5% | -66.0% | -50.1% |
| 3Y | -54.5% | +142.7% | -197.2% | -71.7% |
| All | -54.5% | +141.9% | -196.4% | -71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling