+33.2%
FFIV vs AGI
-8.5%
+41.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.6% | +1.1% |
| 7D | -2.9% | 0.0% | -2.9% | -3.0% |
| 30D | -32.4% | -7.6% | -24.8% | -32.0% |
| 3M | -22.7% | -10.2% | -12.5% | -22.1% |
| 6M | -10.7% | -31.5% | +20.8% | -7.4% |
| YTD | +25.4% | -22.0% | +47.4% | +26.0% |
| All | +33.2% | -8.5% | +41.7% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling