-84.0%
FIG vs AS
-18.8%
-65.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.3% | -14.4% | -16.1% |
| 7D | -17.4% | +7.1% | -24.5% | -18.4% |
| 30D | -15.9% | +12.8% | -28.7% | -18.0% |
| 3M | -34.5% | -14.7% | -19.8% | -31.9% |
| 6M | -5.0% | -9.9% | +4.9% | -2.8% |
| YTD | -50.7% | -16.1% | -34.5% | -48.9% |
| 1Y | -58.1% | +0.2% | -58.3% | -59.8% |
| All | -84.0% | -18.8% | -65.2% | -83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling