+42.4%
AG vs FTV
+90.8%
-48.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | +1.0% | -4.5% | +5.5% | +2.7% |
| 30D | +19.2% | -7.1% | +26.2% | +22.3% |
| 3M | +6.2% | -7.2% | +13.3% | +8.8% |
| 6M | -26.7% | -1.5% | -25.2% | -26.7% |
| YTD | +26.1% | +3.5% | +22.6% | +23.7% |
| 1Y | +131.7% | +20.3% | +111.3% | +115.4% |
| 3Y | +255.3% | -3.1% | +258.5% | +253.0% |
| 5Y | +61.9% | +2.3% | +59.6% | +55.6% |
| 10Y | +72.0% | +76.3% | -4.3% | +15.9% |
| All | +42.4% | +90.8% | -48.3% | -11.2% |
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 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