-55.4%
APP vs FGI
+38.7%
-94.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -5.0% | +15.7% | +10.7% |
| 7D | +4.5% | +3.3% | +1.2% | +4.5% |
| 30D | -3.6% | -2.0% | -1.6% | -3.6% |
| 3M | -35.3% | +60.3% | -95.5% | -35.9% |
| 6M | -42.8% | +0.7% | -43.5% | -43.4% |
| YTD | -59.7% | +30.2% | -89.8% | -60.0% |
| 1Y | -55.4% | +44.4% | -99.7% | -54.4% |
| All | -55.4% | +38.7% | -94.0% | -54.4% |
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