+256.1%
AG vs FN
+2,887.5%
-2,631.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.7% | -9.8% | 0.0% |
| 7D | +6.3% | 0.0% | +6.4% | +5.7% |
| 30D | -8.9% | -34.3% | +25.4% | -3.3% |
| 3M | -12.2% | -39.9% | +27.7% | -6.1% |
| 6M | -28.3% | -51.8% | +23.5% | -21.3% |
| YTD | -8.8% | -28.1% | +19.3% | -6.6% |
| 1Y | +39.4% | -29.1% | +68.4% | +42.8% |
| 3Y | +229.4% | +102.4% | +127.0% | +182.3% |
| 5Y | +14.5% | +171.7% | -157.1% | -7.2% |
| 10Y | +82.7% | +773.5% | -690.8% | +26.6% |
| All | +256.1% | +2,887.5% | -2,631.4% | +108.3% |
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