+781.6%
FTI vs APD
+12.1%
+769.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.1% |
| 7D | -4.3% | -1.6% | -2.8% | -3.7% |
| 30D | -8.0% | +10.6% | -18.6% | -11.9% |
| 3M | -8.0% | +2.5% | -10.6% | -9.1% |
| 6M | -8.7% | +6.0% | -14.6% | -11.4% |
| YTD | +43.9% | +28.4% | +15.4% | +27.8% |
| 1Y | +49.8% | +22.2% | +27.6% | +35.6% |
| 3Y | +211.7% | +26.6% | +185.1% | +171.4% |
| 5Y | +781.6% | +11.8% | +769.8% | +660.1% |
| All | +781.6% | +12.1% | +769.4% | +660.1% |
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