+235.5%
FFIV vs AGI
+388.9%
-153.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.4% |
| 7D | +1.6% | -5.3% | +6.9% | +1.8% |
| 30D | -3.7% | +6.8% | -10.5% | -4.0% |
| 3M | +2.0% | +8.3% | -6.3% | +1.5% |
| 6M | +39.3% | -29.2% | +68.5% | +40.7% |
| YTD | +56.1% | -7.3% | +63.4% | +56.0% |
| 1Y | +22.0% | +8.0% | +13.9% | +21.1% |
| 3Y | +148.2% | +206.6% | -58.4% | +136.4% |
| 5Y | +96.3% | +398.1% | -301.8% | +84.5% |
| All | +235.5% | +388.9% | -153.4% | +224.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AGI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling