-26.4%
ARM vs FIGR
-39.0%
+12.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.7% | -4.0% | +2.1% |
| 7D | -15.2% | +5.3% | -20.5% | -16.3% |
| 30D | -40.7% | -17.9% | -22.8% | -37.5% |
| 3M | -39.1% | -20.5% | -18.5% | -36.9% |
| 6M | -26.4% | -40.2% | +13.8% | -24.7% |
| All | -26.4% | -39.0% | +12.6% | -24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling