+67.9%
AG vs FDS
-20.4%
+88.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.2% | -0.2% |
| 7D | +4.5% | -5.4% | +9.9% | +5.6% |
| 30D | +12.9% | +1.6% | +11.3% | +12.5% |
| 3M | +20.9% | +17.7% | +3.2% | +16.3% |
| 6M | -19.5% | +29.1% | -48.6% | -25.1% |
| YTD | +24.8% | +1.0% | +23.8% | +25.4% |
| 1Y | +120.2% | -21.6% | +141.9% | +142.1% |
| 3Y | +279.0% | -30.1% | +309.1% | +327.8% |
| 5Y | +67.9% | -20.7% | +88.7% | +109.3% |
| All | +67.9% | -20.4% | +88.3% | +109.3% |
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