-55.6%
FN vs APD
+4.3%
-59.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.9% | -11.3% | -14.7% |
| 7D | -16.0% | -0.7% | -15.3% | -15.8% |
| 30D | -40.1% | +10.1% | -50.2% | -39.4% |
| 3M | -43.9% | +4.9% | -48.8% | -43.7% |
| 6M | -55.6% | +2.5% | -58.1% | -51.8% |
| All | -55.6% | +4.3% | -59.9% | -51.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling