+184.1%
FTI vs APD
+191.9%
-7.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | +4.3% | +3.8% | +0.5% | +1.9% |
| 30D | -4.7% | +8.2% | -12.9% | -9.4% |
| 3M | -13.5% | +4.3% | -17.8% | -16.0% |
| 6M | -8.7% | +4.7% | -13.4% | -12.2% |
| YTD | +49.0% | +31.5% | +17.5% | +22.8% |
| 1Y | +54.0% | +23.5% | +30.5% | +31.5% |
| 3Y | +211.6% | +29.1% | +182.5% | +145.5% |
| 5Y | +881.9% | +15.9% | +866.0% | +715.0% |
| All | +184.1% | +191.9% | -7.8% | +16.6% |
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