+289.3%
FN vs APD
+27.6%
+261.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.5% |
| 7D | -1.7% | -2.2% | +0.5% | -0.9% |
| 30D | -22.0% | +2.1% | -24.1% | -22.8% |
| 3M | -43.0% | +7.2% | -50.2% | -44.8% |
| 6M | -27.7% | +11.2% | -39.0% | -31.0% |
| YTD | -10.5% | +24.4% | -34.9% | -18.6% |
| 1Y | +12.5% | +6.7% | +5.8% | +8.4% |
| 3Y | +153.8% | +9.2% | +144.6% | +139.0% |
| All | +289.3% | +27.6% | +261.7% | +219.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling