-5.5%
ALLY vs FIGR
-29.9%
+24.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.0% |
| 7D | +0.4% | +11.0% | -10.6% | -0.5% |
| 30D | +5.2% | +0.7% | +4.6% | +5.0% |
| 3M | -13.3% | -20.9% | +7.6% | -12.4% |
| 6M | -6.7% | -37.7% | +31.1% | -4.3% |
| YTD | -12.8% | -38.2% | +25.4% | -13.0% |
| 1Y | +0.7% | -27.1% | +27.8% | -1.7% |
| All | -5.5% | -29.9% | +24.4% | -7.4% |
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