+26.7%
ALB vs FIGR
-29.9%
+56.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.2% |
| 7D | -5.8% | +11.0% | -16.7% | -6.8% |
| 30D | -4.5% | +0.7% | -5.2% | -4.8% |
| 3M | -28.1% | -20.9% | -7.2% | -27.0% |
| 6M | -53.2% | -37.7% | -15.4% | -51.7% |
| YTD | -33.3% | -38.2% | +4.9% | -35.3% |
| 1Y | -17.4% | -27.1% | +9.7% | -23.5% |
| All | +26.7% | -29.9% | +56.7% | +17.1% |
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