+321.1%
ALM vs FIGR
+6.3%
+314.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.4% | +2.4% | +7.2% |
| 7D | +8.4% | +13.5% | -5.1% | +5.1% |
| 30D | +34.8% | +33.7% | +1.1% | +25.6% |
| 3M | +16.2% | +37.3% | -21.1% | +7.4% |
| 6M | +2.1% | +25.5% | -23.4% | -4.2% |
| YTD | +117.0% | -6.3% | +123.3% | +94.3% |
| All | +321.1% | +6.3% | +314.9% | +282.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling