+0.8%
APP vs FIG
-77.7%
+78.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.7% |
| 7D | +10.6% | +2.6% | +8.0% | +10.3% |
| 30D | +44.6% | -13.1% | +57.6% | +45.8% |
| 3M | +29.6% | -20.3% | +49.9% | +31.8% |
| 6M | -19.8% | -2.1% | -17.6% | -21.3% |
| YTD | -41.6% | -49.4% | +7.8% | -40.0% |
| 1Y | -32.7% | -57.0% | +24.3% | -31.0% |
| All | +0.8% | -77.7% | +78.5% | +3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling