+161.2%
AG vs FND
+58.4%
+102.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.5% | -0.1% |
| 7D | +4.5% | +0.4% | +4.1% | +4.4% |
| 30D | +12.9% | -23.6% | +36.4% | +18.9% |
| 3M | +20.9% | +4.3% | +16.6% | +19.3% |
| 6M | -19.5% | -20.3% | +0.7% | -16.5% |
| YTD | +24.8% | -21.3% | +46.1% | +30.0% |
| 1Y | +120.2% | -45.4% | +165.6% | +144.3% |
| 3Y | +279.0% | -48.9% | +327.9% | +316.8% |
| 5Y | +67.9% | -61.0% | +128.9% | +84.9% |
| All | +161.2% | +58.4% | +102.8% | +187.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling