+125.1%
AMAT vs FIGR
-28.7%
+153.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.1% | -9.7% | -4.8% |
| 7D | +19.3% | +22.8% | -3.5% | +14.5% |
| 30D | -17.9% | -5.8% | -12.1% | -17.3% |
| 3M | -30.4% | -16.3% | -14.1% | -28.9% |
| 6M | -11.4% | -35.0% | +23.6% | -6.5% |
| YTD | +48.8% | -37.1% | +85.9% | +52.1% |
| 1Y | +66.0% | -31.2% | +97.2% | +65.9% |
| All | +125.1% | -28.7% | +153.8% | +121.0% |
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