+69.8%
AG vs FDS
+127.0%
-57.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.3% | -5.1% |
| 7D | -6.0% | -2.6% | -3.5% | -5.6% |
| 30D | -14.3% | +14.1% | -28.4% | -16.8% |
| 3M | -26.9% | +19.8% | -46.7% | -29.9% |
| 6M | -42.1% | +55.0% | -97.1% | -48.4% |
| YTD | -15.9% | +15.9% | -31.8% | -19.7% |
| 1Y | +11.5% | +24.2% | -12.7% | +4.1% |
| 3Y | +208.0% | -24.0% | +232.0% | +227.9% |
| 5Y | +2.4% | -23.3% | +25.8% | +7.5% |
| All | +69.8% | +127.0% | -57.2% | +68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling