+3,078.0%
FN vs APD
+669.6%
+2,408.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.9% | -7.9% | -7.0% |
| 7D | -7.0% | +3.8% | -10.8% | -9.0% |
| 30D | -24.7% | +14.1% | -38.8% | -30.2% |
| 3M | -35.7% | +8.2% | -43.9% | -39.0% |
| 6M | -52.4% | +7.5% | -59.9% | -55.0% |
| YTD | -25.0% | +31.7% | -56.6% | -37.2% |
| 1Y | -25.7% | +35.1% | -60.7% | -39.6% |
| 3Y | +110.2% | +16.8% | +93.4% | +78.4% |
| 5Y | +192.3% | +19.4% | +173.0% | +140.3% |
| 10Y | +812.3% | +203.5% | +608.8% | +257.1% |
| All | +3,078.0% | +669.6% | +2,408.4% | +503.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling