-83.7%
FIG vs AS
-18.4%
-65.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | -13.1% | +6.9% | -20.0% | -14.2% |
| 30D | -13.0% | +16.0% | -29.0% | -15.7% |
| 3M | -21.5% | -12.8% | -8.7% | -18.9% |
| 6M | -2.5% | -15.4% | +12.9% | +1.3% |
| YTD | -49.7% | -15.7% | -33.9% | -47.9% |
| 1Y | -59.1% | +6.1% | -65.2% | -61.6% |
| All | -83.7% | -18.4% | -65.3% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling