-23.6%
FPS vs APTV
-52.0%
+28.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.5% | -8.3% | -9.4% |
| 7D | +21.6% | -5.0% | +26.6% | +23.4% |
| 30D | -38.8% | -12.3% | -26.4% | -36.3% |
| 3M | -42.1% | -19.9% | -22.2% | -38.1% |
| 6M | -48.5% | -29.4% | -19.1% | -42.8% |
| All | -23.6% | -52.0% | +28.4% | -5.3% |
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