+96.6%
AMAT vs FIGR
-36.9%
+133.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.7% | -4.5% | +2.5% |
| 7D | -14.7% | +5.3% | -20.0% | -15.4% |
| 30D | -36.1% | -17.9% | -18.2% | -33.8% |
| 3M | -36.9% | -20.5% | -16.3% | -34.7% |
| 6M | -22.2% | -40.2% | +18.0% | -16.3% |
| YTD | +29.9% | -44.4% | +74.3% | +36.2% |
| 1Y | +43.3% | -36.3% | +79.6% | +45.4% |
| All | +96.6% | -36.9% | +133.5% | +97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling