+99.1%
FFIV vs AGI
+392.7%
-293.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.5% | +3.7% |
| 7D | +3.5% | +2.2% | +1.3% | +3.2% |
| 30D | -1.3% | +11.3% | -12.6% | -2.4% |
| 3M | +2.4% | +5.6% | -3.3% | +1.4% |
| 6M | +41.8% | -27.7% | +69.5% | +45.9% |
| YTD | +58.5% | -4.1% | +62.6% | +57.4% |
| 1Y | +24.3% | +13.8% | +10.6% | +20.5% |
| 3Y | +152.0% | +217.0% | -65.0% | +104.5% |
| 5Y | +99.1% | +404.3% | -305.2% | +50.1% |
| All | +99.1% | +392.7% | -293.6% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling