+384.7%
AGI vs FTV
-2.3%
+387.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -2.7% | -4.0% | +1.2% | -1.6% |
| 30D | +7.2% | -11.0% | +18.3% | +10.8% |
| 3M | +4.3% | -8.4% | +12.7% | +6.6% |
| 6M | -27.1% | -2.6% | -24.5% | -26.7% |
| YTD | -6.6% | -0.6% | -6.0% | -6.8% |
| 1Y | +9.5% | +11.0% | -1.4% | +6.1% |
| 3Y | +208.4% | -6.3% | +214.8% | +208.3% |
| All | +384.7% | -2.3% | +387.0% | +343.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling