+119.2%
APA vs FIGR
-29.9%
+149.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.5% |
| 7D | +8.5% | +11.0% | -2.4% | +9.5% |
| 30D | +2.8% | +0.7% | +2.1% | +3.1% |
| 3M | +21.7% | -20.9% | +42.6% | +20.1% |
| 6M | +32.6% | -37.7% | +70.4% | +30.2% |
| YTD | +103.7% | -38.2% | +141.9% | +102.2% |
| 1Y | +101.8% | -27.1% | +128.9% | +99.3% |
| All | +119.2% | -29.9% | +149.2% | +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 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