+65.2%
ALAB vs FIG
-56.9%
+122.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -4.4% | +14.1% | +9.6% |
| 7D | +7.2% | -16.3% | +23.5% | +6.8% |
| 30D | -2.5% | -14.3% | +11.8% | -2.6% |
| 3M | -13.3% | +7.2% | -20.5% | -12.5% |
| 6M | +172.8% | -18.6% | +191.5% | +187.2% |
| YTD | +86.6% | -35.5% | +122.0% | +111.7% |
| 1Y | +65.2% | -55.8% | +120.9% | +113.2% |
| All | +65.2% | -56.9% | +122.0% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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