+265.0%
ALM vs FIGR
+1.6%
+263.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.1% | -5.5% | -8.6% |
| 7D | -7.1% | +1.0% | -8.1% | -7.2% |
| 30D | +24.7% | +31.4% | -6.7% | +16.8% |
| 3M | +8.3% | +30.3% | -22.0% | +1.5% |
| 6M | -22.2% | -7.6% | -14.5% | -23.1% |
| YTD | +88.1% | -10.5% | +98.5% | +70.5% |
| All | +265.0% | +1.6% | +263.4% | +235.8% |
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