+29.0%
ALAB vs FIGR
+5.9%
+23.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | +9.6% | +14.9% | -5.2% | +6.1% |
| 30D | -5.3% | +32.3% | -37.5% | -11.9% |
| 3M | -12.0% | +34.8% | -46.8% | -18.5% |
| 6M | +145.7% | +16.8% | +128.9% | +130.5% |
| YTD | +80.7% | -6.7% | +87.3% | +67.4% |
| All | +29.0% | +5.9% | +23.2% | +11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling