-83.2%
FIG vs AS
-15.9%
-67.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +2.4% |
| 7D | -12.6% | +5.8% | -18.4% | -13.6% |
| 30D | -13.8% | +15.4% | -29.1% | -16.4% |
| 3M | -16.7% | -11.9% | -4.8% | -14.1% |
| 6M | -6.1% | -9.9% | +3.8% | -3.8% |
| YTD | -48.1% | -13.1% | -35.0% | -46.7% |
| 1Y | -56.2% | +9.9% | -66.0% | -59.3% |
| All | -83.2% | -15.9% | -67.3% | -82.9% |
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