-51.7%
FIG vs AU
+42.5%
-94.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.0% | -2.8% | +5.0% |
| 7D | -4.7% | +0.8% | -5.4% | -4.8% |
| 30D | +0.5% | -7.0% | +7.5% | +0.5% |
| 3M | -18.4% | +8.5% | -26.9% | -18.1% |
| 6M | +10.9% | -1.3% | +12.1% | +10.6% |
| YTD | -40.8% | +6.8% | -47.5% | -43.9% |
| 1Y | -51.7% | +44.6% | -96.3% | -58.9% |
| All | -51.7% | +42.5% | -94.2% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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