-20.9%
FN vs APD
+23.7%
-44.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.1% |
| 7D | +20.8% | +2.2% | +18.6% | +21.0% |
| 30D | -17.3% | +9.4% | -26.7% | -16.3% |
| 3M | -38.1% | +4.7% | -42.8% | -37.4% |
| 6M | -44.2% | +5.5% | -49.7% | -44.7% |
| YTD | -22.3% | +31.4% | -53.7% | -21.6% |
| 1Y | -20.9% | +24.1% | -45.0% | -20.1% |
| All | -20.9% | +23.7% | -44.6% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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