+32.1%
APH vs FIGR
-29.9%
+62.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | 0.0% | -1.6% |
| 7D | +4.9% | +11.0% | -6.1% | +3.8% |
| 30D | -5.4% | +0.7% | -6.1% | -5.7% |
| 3M | -5.5% | -20.9% | +15.4% | -4.4% |
| 6M | +25.9% | -37.7% | +63.7% | +28.5% |
| YTD | +16.4% | -38.2% | +54.6% | +15.5% |
| 1Y | +16.5% | -27.1% | +43.6% | +13.0% |
| All | +32.1% | -29.9% | +62.0% | +28.9% |
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