-30.5%
APH vs FIGR
-0.1%
-30.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.0% | -45.8% | -47.6% |
| 7D | -48.7% | -5.4% | -43.3% | -48.4% |
| 30D | -51.9% | +25.2% | -77.1% | -52.8% |
| 3M | -43.6% | +14.8% | -58.4% | -44.4% |
| 6M | -37.5% | +17.9% | -55.5% | -38.7% |
| YTD | -38.6% | -11.9% | -26.7% | -40.3% |
| All | -30.5% | -0.1% | -30.4% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling