-35.9%
APP vs FIG
-56.9%
+21.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.6% | +3.2% |
| 7D | +0.9% | -16.3% | +17.2% | +5.1% |
| 30D | -23.3% | -14.3% | -9.0% | -20.5% |
| 3M | -42.6% | +7.2% | -49.8% | -44.1% |
| 6M | -33.6% | -18.6% | -15.0% | -32.5% |
| YTD | -52.4% | -35.5% | -17.0% | -50.9% |
| 1Y | -35.9% | -55.8% | +19.9% | -27.6% |
| All | -35.9% | -56.9% | +21.0% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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