-80.9%
FIG vs AG
+164.6%
-245.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.3% | -3.5% |
| 7D | -14.5% | -0.1% | -14.4% | -14.4% |
| 30D | -13.3% | +12.5% | -25.8% | -14.6% |
| 3M | +7.4% | +28.2% | -20.7% | +3.6% |
| 6M | -27.8% | -18.8% | -9.0% | -25.8% |
| YTD | -41.1% | +27.4% | -68.5% | -48.9% |
| 1Y | -58.7% | +132.2% | -190.9% | -70.4% |
| All | -80.9% | +164.6% | -245.6% | -84.4% |
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