-13.8%
AS vs FIGR
-35.2%
+21.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.0% | -1.4% |
| 7D | +4.5% | +5.6% | -1.1% | +4.0% |
| 30D | +13.2% | -18.2% | +31.4% | +14.8% |
| 3M | -11.9% | -19.0% | +7.1% | -10.9% |
| 6M | -11.6% | -38.0% | +26.4% | -9.3% |
| YTD | -14.7% | -42.9% | +28.2% | -13.8% |
| 1Y | +5.7% | -37.9% | +43.6% | +4.8% |
| All | -13.8% | -35.2% | +21.4% | -17.8% |
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