-79.1%
FIG vs ALM
+382.7%
-461.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.8% | -4.4% |
| 7D | -16.3% | -2.6% | -13.7% | -16.4% |
| 30D | -14.3% | +32.0% | -46.3% | -13.2% |
| 3M | +7.2% | -15.0% | +22.2% | +8.9% |
| 6M | -18.6% | -10.1% | -8.5% | -18.1% |
| YTD | -35.5% | +99.4% | -134.9% | -41.8% |
| 1Y | -55.8% | +316.4% | -372.1% | -61.5% |
| All | -79.1% | +382.7% | -461.8% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling