+66.5%
AG vs FTI
+301.2%
-234.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -4.2% |
| 7D | -5.8% | -5.6% | -0.2% | -4.6% |
| 30D | +6.4% | +0.4% | +6.0% | +6.3% |
| 3M | +28.4% | +8.1% | +20.2% | +25.8% |
| 6M | -24.5% | +16.7% | -41.2% | -27.3% |
| YTD | +21.2% | +70.0% | -48.8% | +7.6% |
| 1Y | +114.1% | +85.4% | +28.7% | +86.2% |
| 3Y | +268.0% | +265.9% | +2.1% | +173.7% |
| 5Y | +67.3% | +1,072.7% | -1,005.4% | -5.1% |
| All | +66.5% | +301.2% | -234.7% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling