+44.5%
FXI vs APA
+37.8%
+6.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +3.7% | -5.5% | +9.2% | +4.1% |
| 30D | +0.5% | -1.2% | +1.7% | +0.4% |
| 3M | -5.7% | +10.6% | -16.3% | -6.9% |
| 6M | -6.9% | +28.4% | -35.3% | -9.7% |
| YTD | -9.5% | +89.7% | -99.2% | -17.9% |
| 1Y | -14.0% | +90.6% | -104.6% | -22.2% |
| 3Y | +44.5% | +36.9% | +7.6% | +34.2% |
| All | +44.5% | +37.8% | +6.7% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 3y: compounded portfolio wealth divided by compounded APA 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…
3y analysis · Full analysis span regression · 6 months rolling