-55.8%
FIG vs AS
-21.9%
-33.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.6% | -7.9% | -5.0% |
| 7D | -16.3% | -4.9% | -11.4% | -15.5% |
| 30D | -14.3% | -19.6% | +5.3% | -10.6% |
| 3M | +7.2% | -14.4% | +21.5% | +10.7% |
| 6M | -18.6% | -20.1% | +1.5% | -14.8% |
| YTD | -35.5% | -20.9% | -14.5% | -32.6% |
| 1Y | -55.8% | -21.9% | -33.9% | -52.6% |
| All | -55.8% | -21.9% | -33.9% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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