+206.3%
AGI vs FTV
-5.5%
+211.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.8% |
| 7D | -5.3% | -5.2% | -0.1% | -4.1% |
| 30D | +6.8% | -11.5% | +18.3% | +9.8% |
| 3M | +8.3% | -9.0% | +17.3% | +10.6% |
| 6M | -29.2% | -2.0% | -27.2% | -28.9% |
| YTD | -7.3% | -0.9% | -6.3% | -7.1% |
| 1Y | +8.0% | +14.8% | -6.8% | +5.3% |
| All | +206.3% | -5.5% | +211.8% | +207.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling