-80.3%
FIG vs AU
+151.5%
-231.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.1% | -4.5% | -5.7% |
| 7D | -16.4% | -0.3% | -16.1% | -16.3% |
| 30D | -2.3% | +12.8% | -15.1% | -2.2% |
| 3M | +7.8% | +28.5% | -20.6% | +7.9% |
| 6M | -21.8% | +4.8% | -26.7% | -21.8% |
| YTD | -39.1% | +31.0% | -70.1% | -41.1% |
| 1Y | -56.6% | +81.4% | -138.1% | -56.3% |
| All | -80.3% | +151.5% | -231.8% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling