-18.6%
ABT vs FIGR
+6.3%
-24.9%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.4% | -9.0% | -2.6% |
| 7D | -3.1% | +13.5% | -16.7% | -3.1% |
| 30D | -2.1% | +33.7% | -35.8% | -1.9% |
| 3M | +17.4% | +37.3% | -19.9% | +17.7% |
| 6M | -2.4% | +25.5% | -27.9% | -2.4% |
| YTD | -14.2% | -6.3% | -7.9% | -13.7% |
| All | -18.6% | +6.3% | -24.9% | -17.5% |
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