-15.4%
AS vs FIGR
-39.0%
+23.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.7% | -8.3% | -0.3% |
| 7D | +6.9% | +5.3% | +1.6% | +6.4% |
| 30D | +16.0% | -17.9% | +33.9% | +17.5% |
| 3M | -12.8% | -20.5% | +7.7% | -11.6% |
| 6M | -15.4% | -40.2% | +24.8% | -16.0% |
| All | -15.4% | -39.0% | +23.6% | -16.0% |
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 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