-34.7%
ALK vs FIGR
-31.9%
-2.8%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.9% | -0.8% | +6.3% |
| 7D | +8.9% | +12.5% | -3.6% | +7.6% |
| 30D | +5.9% | -14.1% | +20.0% | +7.2% |
| 3M | -16.5% | -14.3% | -2.2% | -16.0% |
| 6M | +2.1% | -34.8% | +36.9% | +4.4% |
| YTD | -17.1% | -40.0% | +22.9% | -16.7% |
| 1Y | -2.9% | -32.9% | +30.1% | -2.8% |
| All | -34.7% | -31.9% | -2.8% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling