-56.3%
FIG vs ALM
+21.0%
-77.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.1% | -4.9% | +3.7% |
| 7D | -12.6% | +0.7% | -13.4% | -12.7% |
| 30D | -13.8% | -26.1% | +12.3% | -16.1% |
| 3M | -16.7% | -38.1% | +21.4% | -19.6% |
| 6M | -6.1% | -55.4% | +49.3% | -9.7% |
| YTD | -48.1% | -0.4% | -47.7% | -52.9% |
| All | -56.3% | +21.0% | -77.4% | -61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling