-7.1%
ALLY vs FIGR
-35.2%
+28.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.8% | +2.6% | -1.8% |
| 7D | -0.7% | +5.6% | -6.3% | -1.2% |
| 30D | +1.1% | -18.2% | +19.4% | +2.5% |
| 3M | -13.2% | -19.0% | +5.8% | -12.4% |
| 6M | -13.5% | -38.0% | +24.5% | -11.2% |
| YTD | -14.3% | -42.9% | +28.6% | -13.9% |
| 1Y | -1.1% | -37.9% | +36.8% | -1.9% |
| All | -7.1% | -35.2% | +28.1% | -8.3% |
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