+168.7%
AMAT vs FIGR
-0.1%
+168.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.4% |
| 7D | -1.5% | -0.2% | -1.3% | -1.6% |
| 30D | -14.8% | +25.2% | -40.0% | -18.7% |
| 3M | -9.3% | +14.8% | -24.1% | -12.4% |
| 6M | +27.4% | +17.9% | +9.5% | +21.4% |
| YTD | +77.6% | -11.9% | +89.5% | +71.7% |
| All | +168.7% | -0.1% | +168.8% | +149.6% |
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