-83.6%
FIG vs ALM
+109.6%
-193.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | -0.4% |
| 7D | +2.6% | -4.0% | +6.6% | +2.6% |
| 30D | -13.1% | -30.5% | +17.5% | -13.9% |
| 3M | -20.3% | -46.9% | +26.6% | -21.7% |
| 6M | -2.1% | -65.5% | +63.4% | -2.5% |
| YTD | -49.4% | -13.4% | -36.0% | -55.6% |
| 1Y | -57.0% | +9.8% | -66.8% | -64.1% |
| All | -83.6% | +109.6% | -193.2% | -85.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling