-58.7%
FIG vs APA
+107.8%
-166.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.0% | -6.2% | -3.6% |
| 7D | -14.5% | +0.3% | -14.8% | -14.5% |
| 30D | -13.3% | +9.3% | -22.6% | -14.2% |
| 3M | +7.4% | +23.3% | -15.9% | +5.0% |
| 6M | -27.8% | +39.5% | -67.3% | -30.2% |
| YTD | -41.1% | +87.6% | -128.7% | -45.7% |
| 1Y | -58.7% | +114.2% | -173.0% | -61.2% |
| All | -58.7% | +107.8% | -166.5% | -61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling