+61.6%
AG vs FTV
+80.7%
-19.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.3% | -3.0% |
| 7D | -6.7% | -4.0% | -2.8% | -5.4% |
| 30D | +2.2% | -11.0% | +13.2% | +6.3% |
| 3M | +15.7% | -8.4% | +24.1% | +19.0% |
| 6M | -23.8% | -2.6% | -21.2% | -23.5% |
| YTD | +17.6% | -0.6% | +18.3% | +17.1% |
| 1Y | +88.6% | +11.0% | +77.7% | +80.7% |
| 3Y | +253.4% | -6.3% | +259.8% | +255.4% |
| 5Y | +62.4% | -1.5% | +64.0% | +58.3% |
| All | +61.6% | +80.7% | -19.1% | +20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling