-83.6%
FIG vs ALC
-18.0%
-65.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.9% |
| 7D | -14.3% | -6.3% | -8.0% | -11.4% |
| 30D | -13.6% | +12.6% | -26.2% | -18.0% |
| 3M | -23.7% | -3.8% | -19.9% | -22.6% |
| 6M | -5.4% | +16.8% | -22.2% | -10.6% |
| YTD | -49.2% | -7.6% | -41.6% | -47.5% |
| 1Y | -57.4% | -5.9% | -51.5% | -56.0% |
| All | -83.6% | -18.0% | -65.5% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling