-22.4%
ALNY vs FIGR
-11.3%
-11.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +0.7% |
| 7D | -6.5% | -3.0% | -3.5% | -6.4% |
| 30D | +11.0% | +13.7% | -2.6% | +10.3% |
| 3M | -14.1% | +23.9% | -37.9% | -15.1% |
| 6M | -22.4% | -8.4% | -14.0% | -22.7% |
| All | -22.4% | -11.3% | -11.1% | -22.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling