+5,205.3%
FFIV vs AGI
+5,459.2%
-253.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.3% |
| 7D | -1.0% | +0.6% | -1.6% | -1.0% |
| 30D | -5.1% | +18.2% | -23.3% | -6.0% |
| 3M | -4.5% | -4.1% | -0.3% | -4.4% |
| 6M | +36.5% | -28.7% | +65.2% | +38.4% |
| YTD | +53.0% | -4.0% | +56.9% | +52.4% |
| 1Y | +24.2% | +17.4% | +6.8% | +22.2% |
| 3Y | +137.2% | +203.0% | -65.8% | +120.6% |
| 5Y | +91.8% | +376.7% | -284.9% | +73.3% |
| 10Y | +215.2% | +407.5% | -192.3% | +175.1% |
| All | +5,205.3% | +5,459.2% | -253.9% | +4,521.0% |
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