+282.7%
AG vs FTV
-3.3%
+286.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.7% |
| 7D | -0.1% | -1.3% | +1.2% | +0.5% |
| 30D | +12.5% | -9.5% | +22.0% | +18.2% |
| 3M | +28.2% | -10.9% | +39.1% | +35.5% |
| 6M | -18.8% | -0.6% | -18.2% | -19.6% |
| YTD | +27.4% | +1.4% | +26.0% | +24.4% |
| 1Y | +132.2% | +17.6% | +114.5% | +107.7% |
| All | +282.7% | -3.3% | +286.0% | +267.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling