-46.6%
APP vs FIGR
+5.9%
-52.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -4.4% | +14.9% | -19.2% | -6.0% |
| 30D | -10.0% | +32.3% | -42.3% | -13.4% |
| 3M | -41.4% | +34.8% | -76.2% | -43.7% |
| 6M | -41.0% | +16.8% | -57.8% | -42.8% |
| YTD | -54.7% | -6.7% | -48.1% | -56.4% |
| All | -46.6% | +5.9% | -52.5% | -46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling