-77.5%
APTV vs FFIV
+35.3%
-112.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +1.0% |
| 7D | -1.7% | -0.5% | -1.2% | -1.5% |
| 30D | -11.6% | -32.4% | +20.8% | +2.7% |
| 3M | -21.2% | -25.7% | +4.5% | -13.2% |
| 6M | -28.5% | -13.5% | -15.0% | -28.1% |
| YTD | -49.1% | +21.1% | -70.2% | -58.3% |
| 1Y | -52.2% | +29.4% | -81.6% | -62.4% |
| 3Y | -48.6% | +94.9% | -143.5% | -71.0% |
| All | -77.5% | +35.3% | -112.8% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling