-42.1%
AG vs FTV
+12.2%
-54.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.2% | -5.3% |
| 7D | -6.0% | +3.7% | -9.8% | -7.7% |
| 30D | -14.3% | +16.8% | -31.2% | -19.8% |
| 3M | -26.9% | +10.4% | -37.3% | -30.1% |
| 6M | -42.1% | +12.8% | -54.9% | -45.7% |
| All | -42.1% | +12.2% | -54.3% | -45.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling