+132.2%
AG vs FFIV
+26.5%
+105.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.8% | +1.0% |
| 7D | -0.1% | +3.5% | -3.6% | -1.0% |
| 30D | +12.5% | -1.3% | +13.8% | +12.9% |
| 3M | +28.2% | +2.4% | +25.8% | +27.1% |
| 6M | -18.8% | +41.8% | -60.6% | -27.3% |
| YTD | +27.4% | +58.5% | -31.1% | +10.8% |
| 1Y | +132.2% | +24.3% | +107.8% | +104.5% |
| All | +132.2% | +26.5% | +105.7% | +104.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling