-83.2%
FIG vs ALB
+35.8%
-118.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +2.8% |
| 7D | +3.4% | -5.8% | +9.2% | +3.5% |
| 30D | -9.5% | -4.5% | -4.9% | -9.4% |
| 3M | -26.2% | -28.1% | +1.9% | -25.9% |
| 6M | +2.7% | -53.2% | +55.9% | +6.2% |
| YTD | -48.0% | -33.3% | -14.6% | -49.0% |
| 1Y | -52.0% | -17.4% | -34.6% | -54.4% |
| All | -83.2% | +35.8% | -118.9% | -84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling