+131.7%
AG vs FTV
+21.5%
+110.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.5% |
| 7D | +1.0% | -4.6% | +5.6% | +2.9% |
| 30D | +19.2% | -7.2% | +26.3% | +22.7% |
| 3M | +6.2% | -7.3% | +13.4% | +9.3% |
| 6M | -26.7% | -1.6% | -25.1% | -26.9% |
| YTD | +26.1% | +3.3% | +22.8% | +23.7% |
| 1Y | +131.7% | +20.2% | +111.5% | +105.0% |
| All | +131.7% | +21.5% | +110.1% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling