+8.7%
AG vs FDS
-22.8%
+31.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.6% | -5.8% |
| 7D | +6.0% | -2.0% | +7.9% | +6.3% |
| 30D | -13.5% | +13.5% | -27.1% | -15.7% |
| 3M | -20.7% | +15.2% | -35.8% | -23.0% |
| 6M | -31.5% | +47.0% | -78.6% | -37.8% |
| YTD | -10.1% | +13.9% | -24.0% | -11.9% |
| 1Y | +26.0% | +25.2% | +0.8% | +18.9% |
| 3Y | +228.9% | -25.3% | +254.2% | +273.5% |
| 5Y | +8.7% | -23.3% | +32.0% | +18.7% |
| All | +8.7% | -22.8% | +31.5% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling