-18.0%
APP vs FIG
-71.6%
+53.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.6% | +2.9% |
| 7D | +0.9% | -16.3% | +17.2% | +3.8% |
| 30D | -23.3% | -14.3% | -9.0% | -21.4% |
| 3M | -42.6% | +7.2% | -49.8% | -43.5% |
| 6M | -33.6% | -18.6% | -15.0% | -33.5% |
| YTD | -52.4% | -35.5% | -17.0% | -52.4% |
| 1Y | -35.9% | -55.8% | +19.9% | -35.2% |
| All | -18.0% | -71.6% | +53.7% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling