+206.0%
AGI vs FDS
-36.6%
+242.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.8% | +2.4% | -3.2% |
| 7D | -5.4% | -16.0% | +10.6% | -4.9% |
| 30D | +6.6% | -6.7% | +13.4% | +7.0% |
| 3M | +8.2% | +6.0% | +2.2% | +8.4% |
| 6M | -29.3% | +25.1% | -54.4% | -29.8% |
| YTD | -7.4% | -8.1% | +0.8% | -5.6% |
| 1Y | +7.9% | -26.0% | +33.9% | +13.7% |
| All | +206.0% | -36.6% | +242.6% | +243.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling