+39.5%
ALAB vs FIG
-77.9%
+117.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.3% | +6.2% |
| 7D | -26.3% | -13.1% | -13.2% | -25.7% |
| 30D | -50.1% | -13.0% | -37.1% | -49.7% |
| 3M | -42.5% | -21.5% | -20.9% | -41.9% |
| 6M | -10.8% | -2.5% | -8.4% | -14.4% |
| YTD | +14.6% | -49.7% | +64.3% | +25.4% |
| 1Y | +17.1% | -59.1% | +76.2% | +34.3% |
| All | +39.5% | -77.9% | +117.3% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling