+288.7%
AG vs FDS
+676.2%
-387.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.6% | -5.8% |
| 7D | +6.0% | -2.0% | +7.9% | +6.7% |
| 30D | -13.5% | +13.5% | -27.1% | -17.5% |
| 3M | -20.7% | +15.2% | -35.8% | -25.1% |
| 6M | -31.5% | +47.0% | -78.6% | -42.2% |
| YTD | -10.1% | +13.9% | -24.0% | -17.9% |
| 1Y | +26.0% | +25.2% | +0.8% | +10.6% |
| 3Y | +228.9% | -25.3% | +254.2% | +247.3% |
| 5Y | +8.7% | -23.3% | +32.0% | +12.0% |
| 10Y | +71.9% | +126.0% | -54.1% | +5.0% |
| All | +288.7% | +676.2% | -387.4% | +9.7% |
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 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