+39.4%
AG vs FN
-33.3%
+72.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.7% | -9.8% | -1.1% |
| 7D | +6.3% | 0.0% | +6.4% | +5.2% |
| 30D | -8.9% | -34.3% | +25.4% | +0.6% |
| 3M | -12.2% | -39.9% | +27.7% | -1.6% |
| 6M | -28.3% | -51.8% | +23.5% | -15.6% |
| YTD | -8.8% | -28.1% | +19.3% | -6.7% |
| 1Y | +39.4% | -29.1% | +68.4% | +43.7% |
| All | +39.4% | -33.3% | +72.7% | +43.7% |
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