-55.8%
FIG vs AG
+125.2%
-181.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -4.1% |
| 7D | -16.3% | +1.0% | -17.3% | -16.5% |
| 30D | -14.3% | +19.2% | -33.5% | -16.3% |
| 3M | +7.2% | +6.2% | +1.0% | +5.9% |
| 6M | -18.6% | -26.7% | +8.1% | -14.4% |
| YTD | -35.5% | +26.1% | -61.6% | -44.5% |
| 1Y | -55.8% | +131.7% | -187.4% | -69.6% |
| All | -55.8% | +125.2% | -181.0% | -69.6% |
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