+279.0%
AG vs FFIV
+141.9%
+137.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +4.5% | -1.5% | +6.0% | +5.0% |
| 30D | +12.9% | -2.7% | +15.5% | +13.7% |
| 3M | +20.9% | -1.7% | +22.6% | +21.1% |
| 6M | -19.5% | +36.1% | -55.7% | -29.6% |
| YTD | +24.8% | +52.6% | -27.8% | +4.3% |
| 1Y | +120.2% | +21.5% | +98.7% | +99.5% |
| 3Y | +279.0% | +142.7% | +136.3% | +160.1% |
| All | +279.0% | +141.9% | +137.1% | +160.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling