+282.7%
AG vs FTI
+274.9%
+7.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | -0.1% | -2.3% | +2.2% | +0.7% |
| 30D | +12.5% | +5.0% | +7.4% | +10.5% |
| 3M | +28.2% | +13.8% | +14.3% | +21.6% |
| 6M | -18.8% | +22.9% | -41.7% | -25.4% |
| YTD | +27.4% | +75.0% | -47.6% | +4.3% |
| 1Y | +132.2% | +96.9% | +35.3% | +81.9% |
| All | +282.7% | +274.9% | +7.8% | +125.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling