-83.6%
FIG vs AG
+74.8%
-158.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | +0.5% |
| 7D | +2.6% | -6.0% | +8.6% | +3.5% |
| 30D | -13.1% | -14.3% | +1.3% | -11.4% |
| 3M | -20.3% | -26.9% | +6.6% | -17.6% |
| 6M | -2.1% | -42.1% | +40.0% | +4.0% |
| YTD | -49.4% | -15.9% | -33.5% | -54.0% |
| 1Y | -57.0% | +11.5% | -68.5% | -65.2% |
| All | -83.6% | +74.8% | -158.4% | -85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling