-83.9%
FIG vs APA
+144.7%
-228.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.2% | -4.0% |
| 7D | -11.4% | -5.5% | -5.9% | -11.4% |
| 30D | -17.2% | -1.2% | -16.0% | -17.4% |
| 3M | -26.6% | +10.6% | -37.2% | -26.9% |
| 6M | -9.8% | +28.4% | -38.2% | -9.6% |
| YTD | -50.1% | +89.7% | -139.9% | -48.0% |
| 1Y | -58.1% | +90.6% | -148.7% | -56.2% |
| All | -83.9% | +144.7% | -228.6% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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