+33.4%
AG vs FIGR
-41.8%
+75.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +4.2% | +5.0% | +8.4% |
| 7D | -2.6% | -1.3% | -1.3% | -2.3% |
| 30D | -12.1% | -17.6% | +5.5% | -9.1% |
| 3M | -6.6% | -16.7% | +10.1% | -3.4% |
| 6M | -20.5% | -36.1% | +15.7% | -15.6% |
| YTD | -7.4% | -43.6% | +36.2% | -0.3% |
| 1Y | +33.4% | -39.8% | +73.2% | +44.7% |
| All | +33.4% | -41.8% | +75.2% | +44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling