+54.9%
AAPL vs FIG
-71.6%
+126.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | -2.3% |
| 7D | +0.1% | -16.3% | +16.4% | +1.0% |
| 30D | +3.0% | -14.3% | +17.3% | +3.6% |
| 3M | +2.9% | +7.2% | -4.3% | +1.7% |
| 6M | +22.1% | -18.6% | +40.7% | +21.4% |
| YTD | +18.0% | -35.5% | +53.5% | +18.2% |
| 1Y | +33.9% | -55.8% | +89.7% | +36.4% |
| All | +54.9% | -71.6% | +126.5% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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