-43.9%
APP vs FIGR
-0.1%
-43.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +0.9% | -0.2% | +1.1% | +0.8% |
| 30D | -23.3% | +25.2% | -48.4% | -25.7% |
| 3M | -42.6% | +14.8% | -57.5% | -44.0% |
| 6M | -33.6% | +17.9% | -51.5% | -35.6% |
| YTD | -52.4% | -11.9% | -40.5% | -53.8% |
| All | -43.9% | -0.1% | -43.8% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling