+102.0%
FTI vs APD
+6.0%
+96.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +5.3% | -2.2% | +7.5% | +5.6% |
| 30D | +15.3% | +2.1% | +13.2% | +15.0% |
| 3M | +15.8% | +7.2% | +8.6% | +14.4% |
| 6M | +22.6% | +11.2% | +11.3% | +20.8% |
| YTD | +79.5% | +24.4% | +55.2% | +73.6% |
| 1Y | +102.0% | +6.7% | +95.4% | +90.0% |
| All | +102.0% | +6.0% | +96.0% | +90.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling