-80.8%
FIG vs ALM
+355.2%
-436.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.6% | +10.2% | +0.2% |
| 7D | -12.2% | -7.1% | -5.1% | -12.4% |
| 30D | -11.0% | +24.7% | -35.7% | -10.0% |
| 3M | +11.9% | +8.3% | +3.6% | +12.6% |
| 6M | -21.9% | -22.2% | +0.3% | -20.8% |
| YTD | -40.8% | +88.1% | -128.8% | -46.7% |
| 1Y | -56.6% | +272.4% | -329.0% | -62.6% |
| All | -80.8% | +355.2% | -436.1% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling