-58.1%
FIG vs APD
+22.2%
-80.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.3% | -3.9% |
| 7D | -11.4% | -0.2% | -11.2% | -11.4% |
| 30D | -17.2% | +11.0% | -28.2% | -15.1% |
| 3M | -26.6% | +1.3% | -27.9% | -26.4% |
| 6M | -9.8% | +6.4% | -16.2% | -7.3% |
| YTD | -50.1% | +28.9% | -79.1% | -48.8% |
| 1Y | -58.1% | +23.2% | -81.3% | -56.7% |
| All | -58.1% | +22.2% | -80.3% | -56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling