-5.0%
AG vs FTV
+127.3%
-132.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.2% | -5.3% |
| 7D | -6.0% | +3.7% | -9.8% | -7.3% |
| 30D | -14.3% | +16.8% | -31.2% | -19.0% |
| 3M | -26.9% | +10.4% | -37.3% | -29.5% |
| 6M | -42.1% | +12.8% | -54.9% | -44.7% |
| YTD | -15.9% | +23.3% | -39.2% | -22.5% |
| 1Y | +11.5% | +31.0% | -19.5% | +0.6% |
| 3Y | +208.0% | +38.6% | +169.4% | +172.4% |
| 5Y | +2.4% | +17.6% | -15.1% | -6.8% |
| 10Y | +77.0% | +110.0% | -33.0% | +10.1% |
| All | -5.0% | +127.3% | -132.3% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling