+22.2%
ADM vs FIGR
-29.9%
+52.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +2.7% |
| 7D | +4.2% | +11.0% | -6.8% | +4.3% |
| 30D | -12.8% | +0.7% | -13.5% | -12.8% |
| 3M | -8.5% | -20.9% | +12.4% | -8.7% |
| 6M | -10.9% | -37.7% | +26.8% | -11.0% |
| YTD | +29.4% | -38.2% | +67.7% | +29.2% |
| 1Y | +27.5% | -27.1% | +54.6% | +27.4% |
| All | +22.2% | -29.9% | +52.1% | +21.2% |
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