+11.9%
AG vs FDS
+25.7%
-13.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.4% |
| 7D | -10.0% | +1.5% | -11.4% | -9.9% |
| 30D | -10.5% | +14.8% | -25.3% | -9.9% |
| 3M | -27.3% | +16.3% | -43.5% | -26.6% |
| 6M | -43.0% | +66.2% | -109.2% | -41.6% |
| YTD | -17.9% | +16.2% | -34.1% | -10.5% |
| 1Y | +11.9% | +21.8% | -9.9% | +24.5% |
| All | +11.9% | +25.7% | -13.8% | +24.5% |
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