+35.1%
AVTR vs FIGR
-41.8%
+77.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | +0.3% |
| 7D | -6.2% | -1.3% | -4.9% | -6.2% |
| 30D | -1.0% | -17.6% | +16.6% | -0.6% |
| 3M | +14.4% | -16.7% | +31.1% | +14.9% |
| 6M | +95.9% | -36.1% | +132.0% | +98.4% |
| YTD | +36.6% | -43.6% | +80.2% | +41.3% |
| 1Y | +35.1% | -39.8% | +75.0% | +42.3% |
| All | +35.1% | -41.8% | +77.0% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling