+442.5%
AGI vs FND
+56.5%
+386.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -2.7% | -5.8% | +3.0% | -2.2% |
| 30D | +7.2% | -20.2% | +27.5% | +9.4% |
| 3M | +4.3% | -12.0% | +16.2% | +5.3% |
| 6M | -27.1% | -18.5% | -8.6% | -26.0% |
| YTD | -6.6% | -22.3% | +15.6% | -4.9% |
| 1Y | +9.5% | -47.6% | +57.2% | +14.4% |
| 3Y | +208.4% | -49.8% | +258.2% | +220.0% |
| 5Y | +401.6% | -63.0% | +464.6% | +416.7% |
| All | +442.5% | +56.5% | +386.0% | +466.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling