+287.0%
ALM vs FIGR
-0.1%
+287.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -2.6% | -0.2% | -2.4% | -2.7% |
| 30D | +32.0% | +25.2% | +6.8% | +24.9% |
| 3M | -15.0% | +14.8% | -29.9% | -18.2% |
| 6M | -10.1% | +17.9% | -28.1% | -14.5% |
| YTD | +99.4% | -11.9% | +111.4% | +81.2% |
| All | +287.0% | -0.1% | +287.1% | +256.9% |
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