+8.1%
FPS vs APTV
-40.7%
+48.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.4% |
| 7D | +3.1% | +4.8% | -1.7% | +1.5% |
| 30D | -18.6% | +2.0% | -20.5% | -19.1% |
| 3M | -51.5% | -34.2% | -17.2% | -42.2% |
| 6M | -8.5% | -34.7% | +26.1% | +3.9% |
| All | +8.1% | -40.7% | +48.8% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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