-58.1%
FIG vs ALB
-5.3%
-52.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.3% | -4.1% |
| 7D | -11.4% | +5.3% | -16.7% | -11.3% |
| 30D | -17.2% | -6.3% | -10.9% | -17.4% |
| 3M | -26.6% | -27.4% | +0.8% | -27.6% |
| 6M | -9.8% | -53.1% | +43.3% | -9.8% |
| YTD | -50.1% | -32.3% | -17.8% | -51.2% |
| 1Y | -58.1% | -7.3% | -50.8% | -57.4% |
| All | -58.1% | -5.3% | -52.7% | -57.4% |
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 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