+18.9%
ADM vs FIGR
-28.7%
+47.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.1% | -6.0% | +0.1% |
| 7D | +0.7% | +22.8% | -22.1% | +1.0% |
| 30D | -14.7% | -5.8% | -8.9% | -14.7% |
| 3M | -10.4% | -16.3% | +5.9% | -10.6% |
| 6M | -10.9% | -35.0% | +24.1% | -11.0% |
| YTD | +26.0% | -37.1% | +63.1% | +25.8% |
| 1Y | +26.5% | -31.2% | +57.7% | +26.4% |
| All | +18.9% | -28.7% | +47.6% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling