+119.0%
AMAT vs FIGR
-31.9%
+150.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +7.9% | +3.5% | +9.8% |
| 7D | -1.1% | +12.5% | -13.6% | -3.1% |
| 30D | -26.9% | -14.1% | -12.8% | -24.9% |
| 3M | -31.2% | -14.3% | -16.9% | -29.9% |
| 6M | -14.7% | -34.8% | +20.1% | -9.7% |
| YTD | +44.7% | -40.0% | +84.7% | +49.4% |
| 1Y | +62.0% | -32.9% | +94.9% | +62.8% |
| All | +119.0% | -31.9% | +150.9% | +117.2% |
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