+4.9%
APP vs FIG
-77.2%
+82.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.1% | +1.7% | +4.4% |
| 7D | +79.2% | -12.6% | +91.8% | +80.7% |
| 30D | +48.0% | -13.8% | +61.8% | +49.6% |
| 3M | +18.2% | -16.7% | +34.9% | +19.4% |
| 6M | -12.5% | -6.1% | -6.4% | -13.6% |
| YTD | -39.2% | -48.1% | +8.9% | -37.7% |
| 1Y | -33.9% | -56.2% | +22.3% | -32.4% |
| All | +4.9% | -77.2% | +82.1% | +7.6% |
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