-31.1%
APP vs FIGR
-28.7%
-2.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.1% | -8.9% | -3.4% |
| 7D | +10.6% | +22.8% | -12.3% | +8.1% |
| 30D | +44.6% | -5.8% | +50.4% | +45.2% |
| 3M | +29.6% | -16.3% | +45.9% | +30.8% |
| 6M | -19.8% | -35.0% | +15.2% | -17.6% |
| YTD | -41.6% | -37.1% | -4.4% | -41.4% |
| 1Y | -32.7% | -31.2% | -1.5% | -33.2% |
| All | -31.1% | -28.7% | -2.4% | -28.4% |
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