-19.1%
AJG vs FIGR
-3.1%
-16.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -1.2% |
| 7D | -8.3% | -3.0% | -5.2% | -8.3% |
| 30D | -5.7% | +13.7% | -19.3% | -5.6% |
| 3M | +9.1% | +23.9% | -14.8% | +9.1% |
| 6M | +15.2% | -8.4% | +23.6% | +15.2% |
| YTD | -6.3% | -14.6% | +8.3% | -6.3% |
| 1Y | -19.1% | +12.1% | -31.2% | -17.6% |
| All | -19.1% | -3.1% | -16.0% | -17.6% |
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