-58.1%
FIG vs ALC
+0.5%
-58.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.5% | -3.1% |
| 7D | -11.4% | +2.3% | -13.7% | -12.5% |
| 30D | -17.2% | +15.5% | -32.7% | -23.7% |
| 3M | -26.6% | +0.6% | -27.2% | -27.1% |
| 6M | -9.8% | +18.4% | -28.2% | -17.3% |
| YTD | -50.1% | -5.6% | -44.6% | -47.4% |
| 1Y | -58.1% | 0.0% | -58.1% | -56.8% |
| All | -58.1% | +0.5% | -58.6% | -56.8% |
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