+14.0%
ALM vs FGI
+50.2%
-36.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.9% | -5.6% | +0.3% |
| 7D | -7.2% | +6.9% | -14.0% | -7.2% |
| 30D | -26.4% | +3.9% | -30.3% | -26.3% |
| 3M | -38.6% | +74.3% | -112.9% | -39.0% |
| 6M | -61.0% | +28.9% | -89.9% | -61.3% |
| YTD | -7.4% | +39.1% | -46.5% | -10.0% |
| 1Y | +14.0% | +49.3% | -35.4% | +7.8% |
| All | +14.0% | +50.2% | -36.2% | +7.8% |
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