+451.4%
APP vs FGI
-70.3%
+521.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | 0.0% | +31.1% | +31.0% |
| 7D | +39.7% | -11.6% | +51.3% | +39.8% |
| 30D | +27.7% | -3.3% | +31.0% | +27.8% |
| 3M | -14.8% | +65.6% | -80.3% | -15.4% |
| 6M | -25.5% | -2.8% | -22.7% | -25.9% |
| YTD | -47.2% | +30.1% | -77.3% | -47.7% |
| 1Y | -42.3% | +50.2% | -92.4% | -43.0% |
| 3Y | +806.8% | -0.4% | +807.2% | +801.9% |
| All | +451.4% | -70.3% | +521.7% | +473.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling