-8.9%
APP vs FIG
-78.3%
+69.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -16.7% | +47.7% | +32.9% |
| 7D | +39.7% | -17.4% | +57.1% | +41.9% |
| 30D | +27.7% | -15.9% | +43.6% | +29.2% |
| 3M | -14.8% | -34.5% | +19.7% | -10.2% |
| 6M | -25.5% | -5.0% | -20.5% | -26.7% |
| YTD | -47.2% | -50.7% | +3.5% | -45.6% |
| 1Y | -42.3% | -58.1% | +15.8% | -40.7% |
| All | -8.9% | -78.3% | +69.4% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling