+228.9%
AG vs FN
+106.7%
+122.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.8% | -1.1% | -4.8% |
| 7D | +6.0% | -4.1% | +10.0% | +6.4% |
| 30D | -13.5% | -28.3% | +14.8% | -7.5% |
| 3M | -20.7% | -33.9% | +13.2% | -14.3% |
| 6M | -31.5% | -43.9% | +12.4% | -24.1% |
| YTD | -10.1% | -23.4% | +13.3% | -8.6% |
| 1Y | +26.0% | -25.4% | +51.4% | +28.4% |
| 3Y | +228.9% | +107.9% | +121.0% | +125.6% |
| All | +228.9% | +106.7% | +122.2% | +125.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling