-51.7%
FIG vs AG
+29.4%
-81.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.1% | -3.9% | +4.6% |
| 7D | -4.7% | -2.6% | -2.1% | -4.6% |
| 30D | +0.5% | -12.1% | +12.7% | +1.2% |
| 3M | -18.4% | -6.6% | -11.8% | -18.2% |
| 6M | +10.9% | -20.5% | +31.3% | +10.5% |
| YTD | -40.8% | -7.4% | -33.3% | -45.9% |
| 1Y | -51.7% | +33.4% | -85.1% | -61.3% |
| All | -51.7% | +29.4% | -81.1% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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