+445.6%
AG vs FDS
+619.0%
-173.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.6% | -0.8% |
| 7D | +1.0% | -1.9% | +2.9% | +1.7% |
| 30D | +19.2% | +9.0% | +10.2% | +15.6% |
| 3M | +6.2% | +18.9% | -12.7% | -1.5% |
| 6M | -26.7% | +35.1% | -61.8% | -36.3% |
| YTD | +26.1% | +5.5% | +20.6% | +19.3% |
| 1Y | +131.7% | -16.8% | +148.5% | +138.0% |
| 3Y | +255.3% | -28.1% | +283.4% | +281.6% |
| 5Y | +61.9% | -17.4% | +79.4% | +62.6% |
| 10Y | +72.0% | +85.4% | -13.4% | +15.0% |
| All | +445.6% | +619.0% | -173.3% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling