-83.7%
FIG vs APA
+142.0%
-225.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.9% |
| 7D | -13.1% | -15.5% | +2.4% | -12.9% |
| 30D | -13.0% | +2.4% | -15.4% | -13.3% |
| 3M | -21.5% | +22.8% | -44.3% | -21.7% |
| 6M | -2.5% | +17.9% | -20.4% | -2.5% |
| YTD | -49.7% | +87.7% | -137.3% | -47.5% |
| 1Y | -59.1% | +94.2% | -153.3% | -57.1% |
| All | -83.7% | +142.0% | -225.7% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling