+505.8%
APP vs FGI
-70.6%
+576.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.8% | +10.6% | +9.9% |
| 7D | +71.2% | -7.0% | +78.2% | +71.3% |
| 30D | +39.1% | -4.2% | +43.3% | +39.1% |
| 3M | +16.5% | +55.6% | -39.1% | +15.7% |
| 6M | -16.6% | -3.2% | -13.4% | -17.0% |
| YTD | -41.9% | +29.1% | -71.1% | -42.6% |
| 1Y | -37.0% | +51.0% | -88.0% | -37.8% |
| 3Y | +892.4% | +1.5% | +890.9% | +885.5% |
| All | +505.8% | -70.6% | +576.4% | +530.0% |
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