+54.5%
ADI vs FIGR
-3.1%
+57.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.6% | +9.5% | +5.2% |
| 7D | +4.6% | -3.0% | +7.6% | +4.7% |
| 30D | -1.2% | +13.7% | -14.8% | -2.2% |
| 3M | -7.8% | +23.9% | -31.7% | -9.4% |
| 6M | +19.3% | -8.4% | +27.8% | +18.5% |
| YTD | +40.9% | -14.6% | +55.5% | +39.8% |
| 1Y | +54.5% | +12.1% | +42.4% | +53.0% |
| All | +54.5% | -3.1% | +57.6% | +53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling