-83.7%
FIG vs ALB
+44.1%
-127.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +2.0% |
| 7D | -13.1% | +9.1% | -22.2% | -13.3% |
| 30D | -13.0% | -3.4% | -9.6% | -13.0% |
| 3M | -21.5% | -20.6% | -0.9% | -21.3% |
| 6M | -2.5% | -48.2% | +45.7% | +0.3% |
| YTD | -49.7% | -29.2% | -20.4% | -50.7% |
| 1Y | -59.1% | +10.0% | -69.1% | -62.6% |
| All | -83.7% | +44.1% | -127.8% | -84.6% |
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