+398.1%
AGI vs FDS
-28.1%
+426.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.8% | +2.5% | -2.7% |
| 7D | -5.3% | -16.0% | +10.7% | -3.5% |
| 30D | +6.8% | -6.7% | +13.5% | +7.6% |
| 3M | +8.3% | +6.0% | +2.3% | +7.5% |
| 6M | -29.2% | +25.1% | -54.3% | -31.7% |
| YTD | -7.3% | -8.1% | +0.9% | -5.6% |
| 1Y | +8.0% | -26.0% | +34.1% | +15.1% |
| 3Y | +206.6% | -36.4% | +243.0% | +235.4% |
| 5Y | +398.1% | -27.7% | +425.9% | +460.5% |
| All | +398.1% | -28.1% | +426.3% | +460.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling