+392.6%
AG vs FN
+3,620.5%
-3,228.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.5% |
| 7D | +1.0% | -1.7% | +2.7% | +1.3% |
| 30D | +19.2% | -22.0% | +41.2% | +23.3% |
| 3M | +6.2% | -43.0% | +49.2% | +14.9% |
| 6M | -26.7% | -27.7% | +1.1% | -24.1% |
| YTD | +26.1% | -10.5% | +36.6% | +25.9% |
| 1Y | +131.7% | +12.5% | +119.2% | +123.0% |
| 3Y | +255.3% | +153.8% | +101.5% | +196.1% |
| 5Y | +61.9% | +288.0% | -226.1% | +25.7% |
| 10Y | +72.0% | +906.4% | -834.4% | +17.1% |
| All | +392.6% | +3,620.5% | -3,228.0% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling