+4,100.3%
FFIV vs AGI
+4,206.7%
-106.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.7% |
| 7D | -0.5% | -10.1% | +9.6% | 0.0% |
| 30D | -32.4% | -6.5% | -25.9% | -32.2% |
| 3M | -25.7% | -12.8% | -12.9% | -25.3% |
| 6M | -13.5% | -34.3% | +20.8% | -11.9% |
| YTD | +21.1% | -25.6% | +46.7% | +22.2% |
| 1Y | +29.4% | -14.2% | +43.6% | +29.5% |
| 3Y | +94.9% | +127.3% | -32.4% | +83.9% |
| 5Y | +34.7% | +241.8% | -207.0% | +23.7% |
| 10Y | +119.0% | +381.8% | -262.8% | +91.9% |
| All | +4,100.3% | +4,206.7% | -106.5% | +3,603.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling