+1,168.7%
FTI vs APD
+26.2%
+1,142.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.6% |
| 7D | -0.2% | -2.5% | +2.3% | +0.8% |
| 30D | +12.3% | -1.9% | +14.2% | +13.2% |
| 3M | +13.8% | +8.2% | +5.5% | +9.6% |
| 6M | +24.3% | +10.7% | +13.5% | +18.2% |
| YTD | +75.8% | +22.9% | +52.9% | +59.2% |
| 1Y | +99.6% | +5.8% | +93.8% | +92.4% |
| 3Y | +278.4% | +7.8% | +270.6% | +257.0% |
| 5Y | +1,168.7% | +26.1% | +1,142.6% | +887.3% |
| All | +1,168.7% | +26.2% | +1,142.5% | +887.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling