-55.8%
FIG vs A
+21.7%
-77.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -4.9% | -4.6% |
| 7D | -16.3% | -1.9% | -14.4% | -15.6% |
| 30D | -14.3% | +6.9% | -21.2% | -16.4% |
| 3M | +7.2% | +9.2% | -2.1% | +3.6% |
| 6M | -18.6% | +25.7% | -44.3% | -27.5% |
| YTD | -35.5% | +11.5% | -47.0% | -38.1% |
| 1Y | -55.8% | +18.4% | -74.2% | -57.8% |
| All | -55.8% | +21.7% | -77.4% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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