-79.1%
FIG vs APD
+5.7%
-84.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.5% |
| 7D | -16.3% | -2.2% | -14.1% | -16.5% |
| 30D | -14.3% | +2.1% | -16.4% | -14.0% |
| 3M | +7.2% | +7.2% | 0.0% | +8.9% |
| 6M | -18.6% | +11.2% | -29.9% | -18.3% |
| YTD | -35.5% | +24.4% | -59.8% | -36.8% |
| 1Y | -55.8% | +6.7% | -62.5% | -60.0% |
| All | -79.1% | +5.7% | -84.8% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling