+41.8%
ALM vs FIGR
-41.8%
+83.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.0% | +0.1% |
| 7D | -6.4% | -1.3% | -5.1% | -6.1% |
| 30D | -35.0% | -17.6% | -17.4% | -31.8% |
| 3M | -33.8% | -16.7% | -17.1% | -30.3% |
| 6M | -55.0% | -36.1% | -18.9% | -50.8% |
| YTD | -0.2% | -43.6% | +43.4% | -1.5% |
| 1Y | +41.8% | -39.8% | +81.6% | +36.5% |
| All | +41.8% | -41.8% | +83.6% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling