+337.4%
AGI vs FDS
+64.8%
+272.6%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | -2.7% | -14.0% | +11.3% | -0.8% |
| 30D | +7.2% | -6.2% | +13.5% | +8.2% |
| 3M | +4.3% | +10.2% | -5.9% | +2.6% |
| 6M | -27.1% | +27.4% | -54.5% | -30.4% |
| YTD | -6.6% | -9.3% | +2.7% | -5.9% |
| 1Y | +9.5% | -28.6% | +38.2% | +15.0% |
| 3Y | +208.4% | -36.8% | +245.3% | +229.2% |
| 5Y | +401.6% | -28.6% | +430.3% | +420.5% |
| All | +337.4% | +64.8% | +272.6% | +362.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling