+313.8%
AGI vs FTV
+87.0%
+226.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +1.5% |
| 7D | +2.2% | -1.3% | +3.5% | +2.4% |
| 30D | +11.3% | -9.5% | +20.8% | +12.7% |
| 3M | +5.6% | -10.9% | +16.5% | +7.2% |
| 6M | -27.7% | -0.6% | -27.0% | -27.6% |
| YTD | -4.1% | +1.4% | -5.5% | -4.3% |
| 1Y | +13.8% | +17.6% | -3.8% | +11.6% |
| 3Y | +217.0% | -3.3% | +220.3% | +215.7% |
| 5Y | +404.3% | -0.1% | +404.5% | +393.2% |
| 10Y | +400.5% | +82.5% | +318.0% | +299.6% |
| All | +313.8% | +87.0% | +226.9% | +225.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling