+44.0%
FXI vs APA
+7.4%
+36.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +1.8% |
| 7D | +1.0% | +0.5% | +0.5% | +1.0% |
| 30D | -0.6% | +23.4% | -24.0% | -2.6% |
| 3M | +1.9% | +12.7% | -10.8% | +0.5% |
| 6M | -0.2% | +39.4% | -39.6% | -4.9% |
| YTD | -5.6% | +79.0% | -84.5% | -13.4% |
| 1Y | -4.7% | +88.8% | -93.5% | -13.6% |
| All | +44.0% | +7.4% | +36.6% | +33.0% |
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