+75.0%
ALB vs FIGR
+6.3%
+68.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.4% | -3.8% | +2.0% |
| 7D | -4.4% | +13.5% | -18.0% | -5.5% |
| 30D | -1.2% | +33.7% | -34.9% | -4.3% |
| 3M | -13.3% | +37.3% | -50.7% | -16.6% |
| 6M | -19.8% | +25.5% | -45.3% | -22.7% |
| YTD | -7.9% | -6.3% | -1.6% | -13.9% |
| All | +75.0% | +6.3% | +68.7% | +56.0% |
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