+25.9%
APH vs FIGR
-36.9%
+62.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.7% | -4.6% | +3.3% |
| 7D | -5.9% | +5.3% | -11.2% | -6.3% |
| 30D | -14.8% | -17.9% | +3.1% | -13.5% |
| 3M | -12.4% | -20.5% | +8.1% | -11.4% |
| 6M | +8.1% | -40.2% | +48.3% | +11.1% |
| YTD | +10.9% | -44.4% | +55.3% | +11.3% |
| 1Y | +8.8% | -36.3% | +45.1% | +7.2% |
| All | +25.9% | -36.9% | +62.8% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling