+384.7%
AGI vs FHN
+88.4%
+296.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -2.7% | -1.2% | -1.5% | -2.8% |
| 30D | +7.2% | -4.8% | +12.0% | +7.1% |
| 3M | +4.3% | -0.7% | +5.0% | +4.2% |
| 6M | -27.1% | +10.6% | -37.7% | -27.0% |
| YTD | -6.6% | +4.6% | -11.2% | -6.6% |
| 1Y | +9.5% | +11.4% | -1.8% | +9.8% |
| 3Y | +208.4% | +132.3% | +76.2% | +213.8% |
| All | +384.7% | +88.4% | +296.3% | +399.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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