+23.9%
AG vs FN
-19.6%
+43.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.9% | -7.0% | -2.6% |
| 7D | -4.0% | +8.0% | -12.0% | -6.3% |
| 30D | -13.1% | -19.1% | +6.1% | -8.9% |
| 3M | -22.0% | -29.8% | +7.8% | -16.0% |
| 6M | -37.3% | -43.2% | +5.9% | -29.3% |
| YTD | -11.2% | -18.9% | +7.8% | -12.2% |
| 1Y | +23.9% | -17.9% | +41.8% | +21.8% |
| All | +23.9% | -19.6% | +43.5% | +21.8% |
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 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