-7.2%
ALAB vs FIGR
-35.2%
+28.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.9% |
| 7D | -7.5% | +5.6% | -13.1% | -8.3% |
| 30D | -36.8% | -18.2% | -18.6% | -33.6% |
| 3M | -31.9% | -19.0% | -12.8% | -29.3% |
| 6M | +8.2% | -38.0% | +46.2% | +17.9% |
| YTD | +29.9% | -42.9% | +72.8% | +34.3% |
| 1Y | +24.4% | -37.9% | +62.4% | +25.2% |
| All | -7.2% | -35.2% | +28.0% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling