+5,459.2%
AGI vs FDS
+1,582.4%
+3,876.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.4% |
| 7D | +0.6% | -1.9% | +2.5% | +0.9% |
| 30D | +18.2% | +9.0% | +9.2% | +16.7% |
| 3M | -4.1% | +18.9% | -23.0% | -7.1% |
| 6M | -28.7% | +35.1% | -63.8% | -32.7% |
| YTD | -4.0% | +5.5% | -9.5% | -5.9% |
| 1Y | +17.4% | -16.8% | +34.2% | +19.2% |
| 3Y | +203.0% | -28.1% | +231.1% | +213.7% |
| 5Y | +376.7% | -17.4% | +394.1% | +379.1% |
| 10Y | +407.5% | +85.4% | +322.0% | +337.6% |
| All | +5,459.2% | +1,582.4% | +3,876.7% | +3,451.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling