+58.6%
ALAB vs FIG
-77.2%
+135.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +3.1% | +10.6% | +13.6% |
| 7D | -5.6% | -12.6% | +7.0% | -4.9% |
| 30D | -36.6% | -13.8% | -22.8% | -36.2% |
| 3M | -35.1% | -16.7% | -18.4% | -34.6% |
| 6M | +8.5% | -6.1% | +14.6% | +5.5% |
| YTD | +30.4% | -48.1% | +78.4% | +42.4% |
| 1Y | +31.0% | -56.2% | +87.2% | +48.9% |
| All | +58.6% | -77.2% | +135.8% | +125.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling