-3.3%
ALC vs FGI
-70.4%
+67.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.5% | -9.7% | -2.3% |
| 7D | -2.1% | +0.5% | -2.6% | -2.1% |
| 30D | -0.1% | +65.4% | -65.5% | -1.3% |
| 3M | +5.9% | +23.5% | -17.6% | +4.9% |
| 6M | -15.9% | +60.5% | -76.5% | -17.7% |
| YTD | -10.1% | +30.0% | -40.1% | -11.7% |
| 1Y | -10.2% | +82.1% | -92.3% | -13.2% |
| 3Y | -13.6% | -4.4% | -9.2% | -15.9% |
| All | -3.3% | -70.4% | +67.0% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling