+1.1%
AVGO vs FIGR
+1.6%
-0.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.5% |
| 7D | +1.0% | +1.0% | 0.0% | +0.9% |
| 30D | -13.3% | +31.4% | -44.6% | -16.5% |
| 3M | -2.9% | +30.3% | -33.2% | -6.9% |
| 6M | +5.7% | -7.6% | +13.3% | +4.9% |
| YTD | +4.6% | -10.5% | +15.1% | +1.3% |
| All | +1.1% | +1.6% | -0.5% | -5.5% |
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