+426.8%
ALM vs FGI
-70.6%
+497.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.1% |
| 7D | -6.7% | -7.0% | +0.3% | -6.6% |
| 30D | -32.9% | -4.2% | -28.7% | -32.9% |
| 3M | -39.5% | +55.6% | -95.1% | -40.7% |
| 6M | -62.0% | -3.2% | -58.8% | -62.5% |
| YTD | -7.8% | +29.1% | -37.0% | -11.0% |
| 1Y | +26.7% | +51.0% | -24.3% | +21.1% |
| 3Y | +825.4% | +1.5% | +823.8% | +781.6% |
| All | +426.8% | -70.6% | +497.4% | +436.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling