-79.9%
FIG vs AU
+143.6%
-223.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.8% |
| 7D | -3.8% | -4.3% | +0.4% | -3.8% |
| 30D | -2.3% | +7.3% | -9.6% | -2.2% |
| 3M | +20.0% | +26.3% | -6.4% | +20.1% |
| 6M | -16.7% | +1.8% | -18.4% | -16.6% |
| YTD | -37.9% | +26.8% | -64.7% | -39.9% |
| 1Y | -58.5% | +66.7% | -125.2% | -58.8% |
| All | -79.9% | +143.6% | -223.5% | -75.4% |
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