+228.9%
AG vs FDS
-24.9%
+253.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.6% | -5.8% |
| 7D | +6.0% | -2.0% | +7.9% | +6.1% |
| 30D | -13.5% | +13.5% | -27.1% | -14.5% |
| 3M | -20.7% | +15.2% | -35.8% | -21.6% |
| 6M | -31.5% | +47.0% | -78.6% | -34.4% |
| YTD | -10.1% | +13.9% | -24.0% | -8.3% |
| 1Y | +26.0% | +25.2% | +0.8% | +24.9% |
| 3Y | +228.9% | -25.3% | +254.2% | +272.2% |
| All | +228.9% | -24.9% | +253.8% | +272.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling