-9.4%
ALC vs FIGR
-28.7%
+19.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.1% | -7.0% | -0.9% |
| 7D | -6.2% | +22.8% | -29.0% | -6.4% |
| 30D | +14.0% | -5.8% | +19.8% | +14.0% |
| 3M | -2.4% | -16.3% | +14.0% | -2.2% |
| 6M | +12.6% | -35.0% | +47.6% | +13.1% |
| YTD | -8.4% | -37.1% | +28.7% | -8.4% |
| 1Y | -9.1% | -31.2% | +22.1% | -8.9% |
| All | -9.4% | -28.7% | +19.3% | -10.0% |
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 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