+303.7%
ALM vs FIGR
+5.9%
+297.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -4.0% |
| 7D | +3.6% | +14.9% | -11.2% | +0.2% |
| 30D | +33.8% | +32.3% | +1.5% | +24.9% |
| 3M | +14.8% | +34.8% | -20.0% | +6.5% |
| 6M | -7.0% | +16.8% | -23.7% | -11.8% |
| YTD | +108.1% | -6.7% | +114.7% | +86.5% |
| All | +303.7% | +5.9% | +297.9% | +267.3% |
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 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