-83.6%
FIG vs ALB
+39.3%
-122.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.8% |
| 7D | -14.3% | +1.1% | -15.3% | -14.3% |
| 30D | -13.6% | -2.6% | -11.0% | -13.6% |
| 3M | -23.7% | -25.6% | +1.8% | -23.5% |
| 6M | -5.4% | -54.0% | +48.6% | -1.7% |
| YTD | -49.2% | -31.6% | -17.7% | -50.3% |
| 1Y | -57.4% | -6.6% | -50.8% | -60.1% |
| All | -83.6% | +39.3% | -122.9% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling