+20.2%
ALM vs FIGR
-30.4%
+50.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.8% | +9.5% | +8.2% |
| 7D | +1.2% | +11.0% | -9.7% | -1.8% |
| 30D | -19.3% | +0.7% | -20.0% | -19.7% |
| 3M | -40.6% | -20.9% | -19.8% | -37.1% |
| 6M | -57.9% | -37.7% | -20.2% | -54.2% |
| YTD | -6.7% | -38.2% | +31.5% | -11.7% |
| 1Y | +20.2% | -27.1% | +47.3% | +6.9% |
| All | +20.2% | -30.4% | +50.6% | +6.9% |
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