+3.2%
AWK vs FIGR
+5.9%
-2.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | -0.1% |
| 7D | +0.6% | +14.9% | -14.3% | +1.4% |
| 30D | +4.3% | +32.3% | -28.0% | +6.1% |
| 3M | +12.5% | +34.8% | -22.3% | +14.9% |
| 6M | +3.3% | +16.8% | -13.5% | +5.1% |
| YTD | +9.8% | -6.7% | +16.4% | +12.1% |
| All | +3.2% | +5.9% | -2.6% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling