-19.0%
AS vs FIGR
-29.9%
+11.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.7% |
| 7D | -4.9% | +11.0% | -15.8% | -5.8% |
| 30D | +3.9% | +0.7% | +3.2% | +3.6% |
| 3M | -9.6% | -20.9% | +11.3% | -8.4% |
| 6M | -8.7% | -37.7% | +29.1% | -6.4% |
| YTD | -19.8% | -38.2% | +18.4% | -19.5% |
| 1Y | -1.5% | -27.1% | +25.5% | -4.7% |
| All | -19.0% | -29.9% | +11.0% | -23.3% |
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