+78.6%
ASML vs FIGR
-36.9%
+115.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.7% | -3.7% | +3.7% |
| 7D | -9.0% | +5.3% | -14.3% | -9.7% |
| 30D | -21.0% | -17.9% | -3.1% | -18.8% |
| 3M | -16.3% | -20.5% | +4.2% | -14.4% |
| 6M | -7.5% | -40.2% | +32.7% | -2.4% |
| YTD | +34.0% | -44.4% | +78.3% | +36.9% |
| 1Y | +39.3% | -36.3% | +75.6% | +38.2% |
| All | +78.6% | -36.9% | +115.4% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling