+1,040.0%
ALM vs FGI
-70.4%
+1,110.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.5% | -9.1% | -1.6% |
| 7D | -2.6% | +0.5% | -3.1% | -2.6% |
| 30D | +32.0% | +65.4% | -33.4% | +29.2% |
| 3M | -15.0% | +23.5% | -38.5% | -16.4% |
| 6M | -10.1% | +60.5% | -70.7% | -13.6% |
| YTD | +99.4% | +30.0% | +69.4% | +92.6% |
| 1Y | +316.4% | +82.1% | +234.3% | +295.7% |
| 3Y | +2,022.0% | -4.4% | +2,026.4% | +1,936.5% |
| All | +1,040.0% | -70.4% | +1,110.3% | +1,061.7% |
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 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