+279.0%
AG vs FDS
-30.4%
+309.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.2% | -0.7% |
| 7D | +4.5% | -5.4% | +9.9% | +4.9% |
| 30D | +12.9% | +1.6% | +11.3% | +12.8% |
| 3M | +20.9% | +17.7% | +3.2% | +19.1% |
| 6M | -19.5% | +29.1% | -48.6% | -21.9% |
| YTD | +24.8% | +1.0% | +23.8% | +28.4% |
| 1Y | +120.2% | -21.6% | +141.9% | +143.9% |
| 3Y | +279.0% | -30.1% | +309.1% | +347.7% |
| All | +279.0% | -30.4% | +309.4% | +347.7% |
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