-57.4%
FIG vs ALB
-5.3%
-52.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.9% |
| 7D | -14.3% | +1.1% | -15.3% | -14.2% |
| 30D | -13.6% | -2.6% | -11.0% | -13.7% |
| 3M | -23.7% | -25.6% | +1.8% | -24.6% |
| 6M | -5.4% | -54.0% | +48.6% | -5.0% |
| YTD | -49.2% | -31.6% | -17.7% | -50.3% |
| 1Y | -57.4% | -6.6% | -50.8% | -56.9% |
| All | -57.4% | -5.3% | -52.1% | -56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling