+71.9%
AG vs FFIV
+126.0%
-54.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.7% | -5.8% |
| 7D | +6.0% | -4.2% | +10.1% | +7.3% |
| 30D | -13.5% | -33.9% | +20.3% | -3.0% |
| 3M | -20.7% | -22.6% | +1.9% | -15.5% |
| 6M | -31.5% | -10.4% | -21.2% | -30.5% |
| YTD | -10.1% | +24.3% | -34.5% | -18.3% |
| 1Y | +26.0% | +31.8% | -5.8% | +12.6% |
| 3Y | +228.9% | +99.5% | +129.4% | +154.6% |
| 5Y | +8.7% | +40.7% | -32.1% | -10.3% |
| 10Y | +71.9% | +126.9% | -55.0% | +28.1% |
| All | +71.9% | +126.0% | -54.1% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling