+71.7%
AG vs FN
+837.6%
-765.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +11.9% | -7.2% | +2.4% |
| 7D | +10.8% | +16.3% | -5.5% | +6.9% |
| 30D | -8.2% | -24.7% | +16.6% | -3.9% |
| 3M | -13.7% | -34.9% | +21.2% | -7.9% |
| 6M | -27.3% | -41.1% | +13.8% | -21.7% |
| YTD | -4.6% | -19.6% | +15.1% | -4.0% |
| 1Y | +39.4% | -18.5% | +57.9% | +39.7% |
| 3Y | +244.1% | +119.1% | +125.0% | +179.9% |
| 5Y | +16.8% | +206.9% | -190.2% | -12.0% |
| 10Y | +71.7% | +826.4% | -754.7% | +18.8% |
| All | +71.7% | +837.6% | -765.9% | +18.8% |
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