+2.4%
AG vs FTV
+18.0%
-15.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.2% | -5.2% |
| 7D | -6.0% | +3.7% | -9.8% | -7.9% |
| 30D | -14.3% | +16.8% | -31.2% | -21.1% |
| 3M | -26.9% | +10.4% | -37.3% | -30.8% |
| 6M | -42.1% | +12.8% | -54.9% | -46.0% |
| YTD | -15.9% | +23.3% | -39.2% | -25.9% |
| 1Y | +11.5% | +31.0% | -19.5% | -5.2% |
| 3Y | +208.0% | +38.6% | +169.4% | +149.7% |
| 5Y | +2.4% | +17.6% | -15.1% | -11.1% |
| All | +2.4% | +18.0% | -15.5% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling