+67.3%
F vs AG
+76.0%
-8.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.3% |
| 7D | -3.1% | -10.0% | +6.9% | -2.1% |
| 30D | 0.0% | -10.5% | +10.5% | +1.1% |
| 3M | -13.2% | -27.3% | +14.0% | -10.6% |
| 6M | -10.2% | -43.0% | +32.8% | -5.7% |
| YTD | -4.9% | -17.9% | +13.0% | -4.9% |
| 1Y | -6.1% | +11.9% | -18.0% | -9.3% |
| 3Y | +46.0% | +201.8% | -155.8% | +21.6% |
| 5Y | -15.7% | -0.1% | -15.6% | -23.7% |
| All | +67.3% | +76.0% | -8.7% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling