-57.4%
FIG vs ALC
-4.7%
-52.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +3.2% |
| 7D | -14.3% | -6.3% | -8.0% | -10.6% |
| 30D | -13.6% | +12.6% | -26.2% | -19.3% |
| 3M | -23.7% | -3.8% | -19.9% | -22.1% |
| 6M | -5.4% | +16.8% | -22.2% | -12.6% |
| YTD | -49.2% | -7.6% | -41.6% | -45.6% |
| 1Y | -57.4% | -5.9% | -51.5% | -54.7% |
| All | -57.4% | -4.7% | -52.7% | -54.7% |
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