-80.3%
FIG vs ALC
-21.8%
-58.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.0% | -3.7% | -4.8% |
| 7D | -16.4% | -3.7% | -12.7% | -15.0% |
| 30D | -2.3% | -3.7% | +1.4% | -0.7% |
| 3M | +7.8% | +4.6% | +3.3% | +6.5% |
| 6M | -21.8% | -14.6% | -7.3% | -16.7% |
| YTD | -39.1% | -11.9% | -27.3% | -35.6% |
| 1Y | -56.6% | -13.1% | -43.5% | -55.2% |
| All | -80.3% | -21.8% | -58.5% | -80.6% |
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