-15.9%
AS vs FIGR
-32.8%
+16.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.1% | -2.8% |
| 7D | -3.0% | +5.1% | -8.1% | -3.5% |
| 30D | +9.6% | -15.0% | +24.6% | +10.7% |
| 3M | -8.2% | -13.1% | +4.9% | -7.7% |
| 6M | -9.9% | -37.9% | +28.0% | -7.6% |
| YTD | -16.8% | -40.8% | +24.0% | -16.2% |
| 1Y | +3.0% | -33.1% | +36.1% | +1.0% |
| All | -15.9% | -32.8% | +16.9% | -20.0% |
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