-51.7%
FIG vs ALC
+4.2%
-55.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.8% | -1.6% | +1.1% |
| 7D | -4.7% | +10.7% | -15.4% | -10.4% |
| 30D | +0.5% | +20.2% | -19.6% | -9.8% |
| 3M | -18.4% | +8.9% | -27.3% | -22.6% |
| 6M | +10.9% | +5.7% | +5.1% | +5.9% |
| YTD | -40.8% | -1.4% | -39.4% | -39.3% |
| 1Y | -51.7% | +4.7% | -56.4% | -52.7% |
| All | -51.7% | +4.2% | -55.9% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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