-83.2%
FIG vs AU
+101.3%
-184.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +2.8% |
| 7D | +3.4% | -7.2% | +10.6% | +3.7% |
| 30D | -9.5% | -2.9% | -6.6% | -9.5% |
| 3M | -26.2% | -8.7% | -17.5% | -25.9% |
| 6M | +2.7% | -14.1% | +16.8% | +3.0% |
| YTD | -48.0% | +4.8% | -52.7% | -49.5% |
| 1Y | -52.0% | +11.9% | -63.9% | -53.9% |
| All | -83.2% | +101.3% | -184.5% | -79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling