+62.2%
ALAB vs FIG
-77.1%
+139.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -2.8% |
| 7D | +16.3% | +3.4% | +12.9% | +16.1% |
| 30D | -26.1% | -9.5% | -16.7% | -25.7% |
| 3M | -31.3% | -26.2% | -5.1% | -30.5% |
| 6M | -1.0% | +2.7% | -3.7% | -5.2% |
| YTD | +33.3% | -48.0% | +81.3% | +45.6% |
| 1Y | +53.5% | -52.0% | +105.6% | +70.9% |
| All | +62.2% | -77.1% | +139.4% | +130.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling