-12.2%
AS vs FIGR
-31.9%
+19.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.9% | -4.8% | +2.5% |
| 7D | +5.8% | +12.5% | -6.7% | +4.7% |
| 30D | +15.4% | -14.1% | +29.4% | +16.5% |
| 3M | -11.9% | -14.3% | +2.4% | -11.3% |
| 6M | -9.9% | -34.8% | +24.9% | -8.0% |
| YTD | -13.1% | -40.0% | +26.9% | -12.5% |
| 1Y | +9.9% | -32.9% | +42.8% | +7.9% |
| All | -12.2% | -31.9% | +19.7% | -16.6% |
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