+1.2%
APP vs FIG
-78.1%
+79.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.4% | -3.1% |
| 7D | +61.1% | -11.4% | +72.5% | +62.0% |
| 30D | +42.8% | -17.2% | +60.0% | +45.0% |
| 3M | +16.7% | -26.6% | +43.3% | +20.3% |
| 6M | -15.6% | -9.8% | -5.8% | -16.2% |
| YTD | -41.3% | -50.1% | +8.8% | -39.7% |
| 1Y | -39.3% | -58.1% | +18.8% | -37.6% |
| All | +1.2% | -78.1% | +79.3% | +4.3% |
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