-83.7%
FIG vs APD
+7.0%
-90.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.0% |
| 7D | -13.1% | -3.7% | -9.5% | -13.1% |
| 30D | -13.0% | +9.6% | -22.6% | -12.0% |
| 3M | -21.5% | +1.6% | -23.2% | -21.1% |
| 6M | -2.5% | +2.2% | -4.7% | -0.9% |
| YTD | -49.7% | +25.9% | -75.5% | -50.5% |
| 1Y | -59.1% | +20.1% | -79.2% | -59.4% |
| All | -83.7% | +7.0% | -90.7% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling