+17.4%
AGI vs FTV
+21.7%
-4.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | +0.6% | -4.5% | +5.1% | +2.0% |
| 30D | +18.2% | -7.1% | +25.3% | +20.7% |
| 3M | -4.1% | -7.2% | +3.0% | -2.1% |
| 6M | -28.7% | -1.5% | -27.2% | -28.7% |
| YTD | -4.0% | +3.5% | -7.5% | -5.1% |
| 1Y | +17.4% | +20.3% | -2.9% | +16.9% |
| All | +17.4% | +21.7% | -4.3% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling