-7.3%
AG vs FTV
+127.6%
-134.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -10.0% | +3.9% | -13.9% | -11.2% |
| 30D | -10.5% | +18.7% | -29.2% | -15.8% |
| 3M | -27.3% | +10.0% | -37.3% | -29.8% |
| 6M | -43.0% | +14.6% | -57.5% | -45.8% |
| YTD | -17.9% | +23.4% | -41.3% | -24.4% |
| 1Y | +11.9% | +31.3% | -19.4% | +0.8% |
| 3Y | +201.8% | +39.8% | +162.0% | +166.2% |
| 5Y | -0.1% | +17.7% | -17.8% | -9.1% |
| 10Y | +72.7% | +110.2% | -37.5% | +7.4% |
| All | -7.3% | +127.6% | -134.8% | -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 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