-21.2%
FIGR vs ABCL
+189.4%
-210.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.2% | +2.7% | +6.7% |
| 7D | +12.5% | +12.4% | +0.1% | +9.7% |
| 30D | -14.1% | -0.4% | -13.7% | -14.1% |
| 3M | -14.3% | +80.4% | -94.7% | -25.9% |
| 6M | -34.8% | +138.5% | -173.4% | -49.4% |
| YTD | -40.0% | +265.5% | -305.5% | -62.8% |
| 1Y | -32.9% | +219.7% | -252.6% | -55.9% |
| All | -21.2% | +189.4% | -210.5% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling