+24.1%
APD vs FGI
+51.2%
-27.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.9% | +0.3% |
| 7D | +2.2% | +13.5% | -11.3% | +2.1% |
| 30D | +9.4% | +17.1% | -7.7% | +9.3% |
| 3M | +4.7% | +78.0% | -73.3% | +3.9% |
| 6M | +5.5% | +46.4% | -41.0% | +4.7% |
| YTD | +31.4% | +47.7% | -16.3% | +30.1% |
| 1Y | +24.1% | +56.8% | -32.7% | +18.1% |
| All | +24.1% | +51.2% | -27.1% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling