+24.4%
ALAB vs FGI
+45.2%
-20.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -7.5% | -4.1% | -3.4% | -7.3% |
| 30D | -36.8% | -3.4% | -33.5% | -36.7% |
| 3M | -31.9% | +61.8% | -93.6% | -35.7% |
| 6M | +8.2% | +17.0% | -8.8% | +3.8% |
| YTD | +29.9% | +31.4% | -1.5% | +26.3% |
| 1Y | +24.4% | +42.7% | -18.2% | +19.9% |
| All | +24.4% | +45.2% | -20.7% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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