+3,689.8%
FN vs APD
+627.2%
+3,062.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.7% |
| 7D | -1.7% | -2.2% | +0.5% | -0.5% |
| 30D | -22.0% | +2.1% | -24.1% | -23.2% |
| 3M | -43.0% | +7.2% | -50.2% | -45.7% |
| 6M | -27.7% | +11.2% | -39.0% | -32.5% |
| YTD | -10.5% | +24.4% | -34.9% | -22.2% |
| 1Y | +12.5% | +6.7% | +5.8% | +5.1% |
| 3Y | +153.8% | +9.2% | +144.6% | +124.9% |
| 5Y | +288.0% | +27.4% | +260.6% | +205.7% |
| 10Y | +906.4% | +164.8% | +741.6% | +334.7% |
| All | +3,689.8% | +627.2% | +3,062.6% | +647.3% |
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