-84.0%
FIG vs AR
+6.6%
-90.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.8% | -13.9% | -16.0% |
| 7D | -17.4% | -11.7% | -5.7% | -15.1% |
| 30D | -15.9% | +1.8% | -17.8% | -16.8% |
| 3M | -34.5% | +6.0% | -40.5% | -36.1% |
| 6M | -5.0% | -7.0% | +2.0% | -4.5% |
| YTD | -50.7% | +5.6% | -56.2% | -52.4% |
| 1Y | -58.1% | +10.8% | -68.9% | -60.4% |
| All | -84.0% | +6.6% | -90.6% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling