-14.3%
AA vs FGI
-70.4%
+56.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.5% | -9.7% | -2.2% |
| 7D | -0.7% | +0.5% | -1.2% | -0.7% |
| 30D | +5.0% | +65.4% | -60.4% | +3.2% |
| 3M | -35.8% | +23.5% | -59.3% | -36.5% |
| 6M | -18.4% | +60.5% | -78.9% | -21.1% |
| YTD | -5.5% | +30.0% | -35.5% | -8.2% |
| 1Y | +61.0% | +82.1% | -21.1% | +52.4% |
| 3Y | +66.2% | -4.4% | +70.6% | +59.5% |
| All | -14.3% | -70.4% | +56.1% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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