+89.0%
ASML vs FIGR
-35.2%
+124.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.5% | +0.4% |
| 7D | -2.9% | +5.6% | -8.5% | -3.6% |
| 30D | -15.2% | -18.2% | +3.0% | -12.9% |
| 3M | -12.9% | -19.0% | +6.1% | -11.2% |
| 6M | -5.0% | -38.0% | +32.9% | -0.4% |
| YTD | +41.8% | -42.9% | +84.7% | +44.3% |
| 1Y | +46.0% | -37.9% | +84.0% | +46.0% |
| All | +89.0% | -35.2% | +124.2% | +81.7% |
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