+36.2%
APH vs FIGR
-31.9%
+68.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +7.9% | +0.3% | +7.4% |
| 7D | +1.1% | +12.5% | -11.4% | 0.0% |
| 30D | -7.5% | -14.1% | +6.6% | -6.5% |
| 3M | -4.4% | -14.3% | +9.9% | -4.0% |
| 6M | +26.5% | -34.8% | +61.3% | +29.0% |
| YTD | +20.0% | -40.0% | +60.0% | +19.5% |
| 1Y | +16.9% | -32.9% | +49.8% | +14.6% |
| All | +36.2% | -31.9% | +68.1% | +33.4% |
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