-69.3%
APTV vs FFIV
+101.9%
-171.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -1.9% |
| 7D | -5.0% | +5.4% | -10.5% | -7.6% |
| 30D | -6.1% | -2.7% | -3.4% | -5.3% |
| 3M | -33.0% | +4.5% | -37.5% | -35.5% |
| 6M | -35.2% | +42.2% | -77.4% | -47.7% |
| YTD | -40.1% | +61.3% | -101.4% | -55.4% |
| 1Y | -45.6% | +23.0% | -68.7% | -53.1% |
| 3Y | -54.4% | +156.3% | -210.6% | -76.0% |
| All | -69.3% | +101.9% | -171.2% | -82.4% |
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