-83.9%
FIG vs APD
+10.3%
-94.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.3% | -4.0% |
| 7D | -11.4% | -0.2% | -11.2% | -11.3% |
| 30D | -17.2% | +11.0% | -28.2% | -16.4% |
| 3M | -26.6% | +2.0% | -28.6% | -26.5% |
| 6M | -9.8% | +7.1% | -16.9% | -8.4% |
| YTD | -50.1% | +29.8% | -79.9% | -51.0% |
| 1Y | -58.1% | +24.0% | -82.1% | -58.4% |
| All | -83.9% | +10.3% | -94.2% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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