+86.9%
AG vs FN
+850.1%
-763.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.9% | -7.0% | -2.3% |
| 7D | -4.0% | +8.0% | -12.0% | -5.7% |
| 30D | -13.1% | -19.1% | +6.1% | -10.2% |
| 3M | -22.0% | -29.8% | +7.8% | -17.9% |
| 6M | -37.3% | -43.2% | +5.9% | -32.0% |
| YTD | -11.2% | -18.9% | +7.8% | -10.8% |
| 1Y | +23.9% | -17.9% | +41.8% | +24.0% |
| 3Y | +225.1% | +120.1% | +105.0% | +163.4% |
| 5Y | +7.7% | +206.7% | -198.9% | -19.2% |
| 10Y | +86.9% | +804.7% | -717.8% | +26.3% |
| All | +86.9% | +850.1% | -763.2% | +26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling