+28.4%
AA vs FIGR
-32.8%
+61.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -1.0% | +2.2% |
| 7D | +1.1% | +5.1% | -3.9% | +0.6% |
| 30D | -1.3% | -15.0% | +13.7% | +0.1% |
| 3M | -23.9% | -13.1% | -10.8% | -23.1% |
| 6M | -36.8% | -37.9% | +1.1% | -34.4% |
| YTD | -22.2% | -40.8% | +18.6% | -24.6% |
| 1Y | +10.4% | -33.1% | +43.5% | +3.6% |
| All | +28.4% | -32.8% | +61.2% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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