-83.2%
FIG vs AG
+98.3%
-181.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.7% | -1.5% | +2.5% |
| 7D | -12.6% | +10.8% | -23.4% | -13.7% |
| 30D | -13.8% | -8.2% | -5.6% | -13.0% |
| 3M | -16.7% | -13.7% | -3.0% | -15.7% |
| 6M | -6.1% | -27.3% | +21.2% | -3.8% |
| YTD | -48.1% | -4.6% | -43.5% | -53.6% |
| 1Y | -56.2% | +39.4% | -95.5% | -66.4% |
| All | -83.2% | +98.3% | -181.5% | -85.8% |
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