+35.0%
APH vs FIGR
-35.2%
+70.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | -0.5% |
| 7D | -5.0% | +5.6% | -10.6% | -5.5% |
| 30D | -8.4% | -18.2% | +9.9% | -7.0% |
| 3M | -4.5% | -19.0% | +14.5% | -3.5% |
| 6M | +25.3% | -38.0% | +63.3% | +28.4% |
| YTD | +18.9% | -42.9% | +61.8% | +19.0% |
| 1Y | +11.9% | -37.9% | +49.9% | +10.7% |
| All | +35.0% | -35.2% | +70.1% | +32.8% |
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