+33.4%
AG vs FN
-25.7%
+59.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -6.0% | +15.1% | +10.6% |
| 7D | -2.6% | -7.0% | +4.4% | -1.2% |
| 30D | -12.1% | -24.7% | +12.6% | -6.3% |
| 3M | -6.6% | -35.7% | +29.1% | +2.6% |
| 6M | -20.5% | -52.4% | +32.0% | -6.5% |
| YTD | -7.4% | -25.0% | +17.5% | -4.6% |
| 1Y | +33.4% | -25.7% | +59.1% | +39.3% |
| All | +33.4% | -25.7% | +59.1% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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