-2.6%
AVGO vs FIGR
-29.9%
+27.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.8% | -3.0% | -4.5% |
| 7D | +18.2% | +11.0% | +7.2% | +16.5% |
| 30D | +0.2% | +0.7% | -0.5% | -0.1% |
| 3M | -16.8% | -20.9% | +4.1% | -15.2% |
| 6M | -16.5% | -37.7% | +21.3% | -13.1% |
| YTD | +0.8% | -38.2% | +39.1% | +1.5% |
| 1Y | +2.8% | -27.1% | +29.9% | +0.1% |
| All | -2.6% | -29.9% | +27.3% | -5.3% |
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