-21.9%
AS vs FGI
+81.8%
-103.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.5% | -4.0% | +3.5% |
| 7D | -4.9% | +0.5% | -5.4% | -4.9% |
| 30D | -19.6% | +65.4% | -85.0% | -20.6% |
| 3M | -14.4% | +23.5% | -37.9% | -15.2% |
| 6M | -20.1% | +60.5% | -80.7% | -21.8% |
| YTD | -20.9% | +30.0% | -50.9% | -22.4% |
| 1Y | -21.9% | +82.1% | -103.9% | -23.3% |
| All | -21.9% | +81.8% | -103.7% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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