+41.8%
ALM vs FGI
+38.7%
+3.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.0% | +6.1% | +1.1% |
| 7D | -6.4% | +3.3% | -9.7% | -6.4% |
| 30D | -35.0% | -2.0% | -32.9% | -35.0% |
| 3M | -33.8% | +60.3% | -94.1% | -34.4% |
| 6M | -55.0% | +0.7% | -55.8% | -55.3% |
| YTD | -0.2% | +30.2% | -30.4% | -3.3% |
| 1Y | +41.8% | +44.4% | -2.6% | +24.7% |
| All | +41.8% | +38.7% | +3.1% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling