-55.4%
APP vs FIGR
-41.8%
-13.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.2% | +6.5% | +10.1% |
| 7D | +4.5% | -1.3% | +5.9% | +4.8% |
| 30D | -3.6% | -17.6% | +14.0% | -1.1% |
| 3M | -35.3% | -16.7% | -18.5% | -34.5% |
| 6M | -42.8% | -36.1% | -6.7% | -40.4% |
| YTD | -59.7% | -43.6% | -16.0% | -59.8% |
| 1Y | -55.4% | -39.8% | -15.5% | -56.5% |
| All | -55.4% | -41.8% | -13.5% | -56.5% |
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