-83.7%
FIG vs AR
+5.7%
-89.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | -13.1% | -14.3% | +1.1% | -10.1% |
| 30D | -13.0% | +1.4% | -14.4% | -13.9% |
| 3M | -21.5% | +3.4% | -24.9% | -22.9% |
| 6M | -2.5% | -2.1% | -0.4% | -3.1% |
| YTD | -49.7% | +4.7% | -54.4% | -51.3% |
| 1Y | -59.1% | +10.6% | -69.7% | -61.3% |
| All | -83.7% | +5.7% | -89.4% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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