+67.3%
AG vs FTI
+1,109.5%
-1,042.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -4.0% |
| 7D | -5.8% | -5.6% | -0.2% | -4.2% |
| 30D | +6.4% | +0.4% | +6.0% | +6.2% |
| 3M | +28.4% | +8.1% | +20.2% | +25.0% |
| 6M | -24.5% | +16.7% | -41.2% | -28.3% |
| YTD | +21.2% | +70.0% | -48.8% | +3.9% |
| 1Y | +114.1% | +85.4% | +28.7% | +78.6% |
| 3Y | +268.0% | +265.9% | +2.1% | +149.7% |
| 5Y | +67.3% | +1,072.7% | -1,005.4% | -25.5% |
| All | +67.3% | +1,109.5% | -1,042.2% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling