-83.6%
FIG vs APD
+11.7%
-95.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +2.6% | +2.2% | +0.4% | +2.6% |
| 30D | -13.1% | +9.4% | -22.5% | -12.4% |
| 3M | -20.3% | +4.7% | -25.0% | -20.1% |
| 6M | -2.1% | +5.5% | -7.6% | -0.6% |
| YTD | -49.4% | +31.4% | -80.8% | -50.2% |
| 1Y | -57.0% | +24.1% | -81.1% | -57.1% |
| All | -83.6% | +11.7% | -95.3% | -84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling