+23.2%
ARM vs FIGR
-29.9%
+53.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.8% | -2.9% | -4.3% |
| 7D | +9.1% | +11.0% | -1.9% | +7.3% |
| 30D | -19.9% | +0.7% | -20.6% | -20.1% |
| 3M | -31.6% | -20.9% | -10.7% | -29.9% |
| 6M | -13.9% | -37.7% | +23.9% | -10.5% |
| YTD | +74.3% | -38.2% | +112.5% | +71.5% |
| 1Y | +35.8% | -27.1% | +62.9% | +28.5% |
| All | +23.2% | -29.9% | +53.1% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling