+295.8%
FTI vs APD
+166.7%
+129.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.5% |
| 7D | -4.4% | -3.3% | -1.1% | -2.4% |
| 30D | +1.5% | -4.2% | +5.6% | +4.1% |
| 3M | +8.2% | +5.4% | +2.8% | +3.9% |
| 6M | +18.8% | +6.3% | +12.6% | +12.9% |
| YTD | +71.7% | +20.3% | +51.4% | +49.8% |
| 1Y | +90.0% | +1.6% | +88.5% | +83.3% |
| 3Y | +270.5% | +4.0% | +266.5% | +237.2% |
| 5Y | +1,084.5% | +23.3% | +1,061.2% | +814.2% |
| All | +295.8% | +166.7% | +129.2% | +72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling