-83.9%
FIG vs AS
-17.4%
-66.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.1% | -3.5% |
| 7D | -11.4% | +4.5% | -15.9% | -12.1% |
| 30D | -17.2% | +13.2% | -30.4% | -19.3% |
| 3M | -26.6% | -11.9% | -14.7% | -24.3% |
| 6M | -9.8% | -11.6% | +1.7% | -7.2% |
| YTD | -50.1% | -14.7% | -35.4% | -48.6% |
| 1Y | -58.1% | +5.7% | -63.8% | -60.5% |
| All | -83.9% | -17.4% | -66.5% | -83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling