-83.7%
FIG vs ALM
+123.1%
-206.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +2.1% |
| 7D | -13.1% | -6.7% | -6.5% | -13.3% |
| 30D | -13.0% | -32.9% | +19.9% | -14.1% |
| 3M | -21.5% | -39.5% | +18.0% | -22.6% |
| 6M | -2.5% | -62.0% | +59.5% | -3.1% |
| YTD | -49.7% | -7.8% | -41.8% | -55.8% |
| 1Y | -59.1% | +26.7% | -85.8% | -66.4% |
| All | -83.7% | +123.1% | -206.8% | -85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling