+7.7%
AG vs FN
+212.0%
-204.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.9% | -7.0% | -2.5% |
| 7D | -4.0% | +8.0% | -12.0% | -6.1% |
| 30D | -13.1% | -19.1% | +6.1% | -9.6% |
| 3M | -22.0% | -29.8% | +7.8% | -17.1% |
| 6M | -37.3% | -43.2% | +5.9% | -30.9% |
| YTD | -11.2% | -18.9% | +7.8% | -11.1% |
| 1Y | +23.9% | -17.9% | +41.8% | +23.4% |
| 3Y | +225.1% | +120.1% | +105.0% | +142.5% |
| 5Y | +7.7% | +206.7% | -198.9% | -35.7% |
| All | +7.7% | +212.0% | -204.3% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling