+101.4%
APA vs FIGR
-3.1%
+104.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.1% | +0.1% |
| 7D | +4.6% | -3.0% | +7.6% | +4.4% |
| 30D | +11.9% | +13.7% | -1.7% | +13.4% |
| 3M | +22.5% | +23.9% | -1.4% | +25.5% |
| 6M | +37.5% | -8.4% | +46.0% | +39.6% |
| YTD | +87.2% | -14.6% | +101.8% | +90.0% |
| 1Y | +101.4% | +12.1% | +89.4% | +107.7% |
| All | +101.4% | -3.1% | +104.6% | +107.7% |
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 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