+100.1%
AG vs FIGR
+6.3%
+93.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.5% | -2.0% |
| 7D | +4.5% | +13.5% | -9.1% | +2.4% |
| 30D | +12.9% | +33.7% | -20.8% | +7.6% |
| 3M | +20.9% | +37.3% | -16.4% | +15.0% |
| 6M | -19.5% | +25.5% | -45.1% | -22.4% |
| YTD | +24.8% | -6.3% | +31.1% | +21.8% |
| All | +100.1% | +6.3% | +93.8% | +91.5% |
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