+1,727.1%
FTI vs APD
+1,248.7%
+478.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.6% |
| 7D | -3.3% | -0.2% | -3.1% | -3.2% |
| 30D | -7.2% | +11.0% | -18.2% | -14.2% |
| 3M | -12.9% | +2.0% | -14.9% | -14.5% |
| 6M | -7.9% | +7.1% | -14.9% | -13.6% |
| YTD | +45.2% | +29.8% | +15.4% | +17.2% |
| 1Y | +48.1% | +24.0% | +24.0% | +22.7% |
| 3Y | +205.0% | +27.2% | +177.8% | +134.3% |
| 5Y | +838.8% | +12.8% | +826.1% | +664.6% |
| 10Y | +174.8% | +185.0% | -10.2% | +7.4% |
| All | +1,727.1% | +1,248.7% | +478.4% | +143.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling