+2,159.9%
FTI vs APD
+1,192.8%
+967.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.4% |
| 7D | +5.3% | -2.2% | +7.5% | +6.9% |
| 30D | +15.3% | +2.1% | +13.2% | +13.5% |
| 3M | +15.8% | +7.2% | +8.6% | +8.9% |
| 6M | +22.6% | +11.2% | +11.3% | +11.8% |
| YTD | +79.5% | +24.4% | +55.2% | +50.0% |
| 1Y | +102.0% | +6.7% | +95.4% | +85.9% |
| 3Y | +315.8% | +9.2% | +306.6% | +255.8% |
| 5Y | +1,129.5% | +27.4% | +1,102.1% | +807.5% |
| 10Y | +320.9% | +164.8% | +156.1% | +74.2% |
| All | +2,159.9% | +1,192.8% | +967.1% | +211.1% |
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 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