+67.3%
AG vs FND
-62.8%
+130.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.4% |
| 7D | -5.8% | -5.1% | -0.7% | -4.4% |
| 30D | +6.4% | -22.5% | +28.9% | +14.4% |
| 3M | +28.4% | -5.0% | +33.4% | +29.3% |
| 6M | -24.5% | -21.5% | -2.9% | -20.0% |
| YTD | +21.2% | -23.0% | +44.2% | +29.3% |
| 1Y | +114.1% | -44.9% | +159.0% | +148.4% |
| 3Y | +268.0% | -50.0% | +318.0% | +322.6% |
| 5Y | +67.3% | -63.3% | +130.7% | +80.8% |
| All | +67.3% | -62.8% | +130.1% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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