+208.4%
AGI vs FLR
+54.2%
+154.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | -2.7% | -3.5% | +0.8% | -2.1% |
| 30D | +7.2% | +4.2% | +3.1% | +6.4% |
| 3M | +4.3% | +8.1% | -3.8% | +2.3% |
| 6M | -27.1% | +21.5% | -48.6% | -30.3% |
| YTD | -6.6% | +36.8% | -43.4% | -12.2% |
| 1Y | +9.5% | +31.2% | -21.7% | +3.8% |
| 3Y | +208.4% | +53.9% | +154.6% | +163.9% |
| All | +208.4% | +54.2% | +154.2% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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