+64.9%
ALB vs FIGR
+1.6%
+63.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.0% | -2.6% |
| 7D | -7.6% | +1.0% | -8.6% | -7.7% |
| 30D | -5.6% | +31.4% | -37.0% | -8.5% |
| 3M | -16.8% | +30.3% | -47.1% | -19.6% |
| 6M | -26.3% | -7.6% | -18.7% | -26.7% |
| YTD | -13.2% | -10.5% | -2.8% | -18.5% |
| All | +64.9% | +1.6% | +63.3% | +47.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling