+131.7%
AG vs FDS
-17.4%
+149.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.6% | -2.1% |
| 7D | +1.0% | -1.9% | +2.9% | +1.0% |
| 30D | +19.2% | +9.0% | +10.2% | +19.6% |
| 3M | +6.2% | +18.9% | -12.7% | +6.9% |
| 6M | -26.7% | +35.1% | -61.8% | -25.7% |
| YTD | +26.1% | +5.5% | +20.6% | +33.7% |
| 1Y | +131.7% | -16.8% | +148.5% | +181.1% |
| All | +131.7% | -17.4% | +149.0% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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