-29.2%
APP vs FGI
+57.4%
-86.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.2% | -8.9% | -2.8% |
| 7D | +10.6% | +13.5% | -3.0% | +10.4% |
| 30D | +44.6% | +17.1% | +27.5% | +44.3% |
| 3M | +29.6% | +78.0% | -48.4% | +28.1% |
| 6M | -19.8% | +46.4% | -66.2% | -20.8% |
| YTD | -41.6% | +47.7% | -89.3% | -41.9% |
| All | -29.2% | +57.4% | -86.6% | -30.3% |
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