+439.9%
AG vs FLR
+65.9%
+374.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.3% |
| 7D | +4.5% | +0.7% | +3.8% | +4.3% |
| 30D | +12.9% | -0.7% | +13.5% | +12.8% |
| 3M | +20.9% | +14.3% | +6.6% | +15.2% |
| 6M | -19.5% | +25.6% | -45.1% | -26.0% |
| YTD | +24.8% | +42.9% | -18.1% | +10.4% |
| 1Y | +120.2% | +38.7% | +81.5% | +96.6% |
| 3Y | +279.0% | +61.8% | +217.2% | +207.4% |
| 5Y | +67.9% | +254.1% | -186.2% | +3.9% |
| 10Y | +57.5% | +20.0% | +37.4% | +12.4% |
| All | +439.9% | +65.9% | +374.0% | +179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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