+193.5%
APTV vs FFIV
+253.4%
-59.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | +4.8% | -1.0% | +5.8% | +5.2% |
| 30D | +2.0% | -5.1% | +7.1% | +4.0% |
| 3M | -34.2% | -4.5% | -29.8% | -33.6% |
| 6M | -34.7% | +36.5% | -71.1% | -45.3% |
| YTD | -37.0% | +53.0% | -90.0% | -50.5% |
| 1Y | -40.4% | +24.2% | -64.6% | -48.5% |
| 3Y | -54.1% | +137.2% | -191.3% | -72.0% |
| 5Y | -68.0% | +91.8% | -159.8% | -78.6% |
| 10Y | -15.5% | +215.2% | -230.7% | -56.0% |
| All | +193.5% | +253.4% | -59.9% | +39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling