+33.8%
AG vs FN
-20.4%
+54.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +11.9% | -7.2% | +1.7% |
| 7D | +10.8% | +16.3% | -5.5% | +5.4% |
| 30D | -8.2% | -24.7% | +16.6% | -2.0% |
| 3M | -13.7% | -34.9% | +21.2% | -5.1% |
| 6M | -27.3% | -41.1% | +13.8% | -18.9% |
| YTD | -4.6% | -19.6% | +15.1% | -5.4% |
| All | +33.8% | -20.4% | +54.3% | +34.5% |
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