-83.2%
FIG vs AG
+70.5%
-153.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +3.1% |
| 7D | +3.4% | -10.0% | +13.4% | +4.9% |
| 30D | -9.5% | -10.5% | +1.0% | -8.1% |
| 3M | -26.2% | -27.3% | +1.1% | -23.5% |
| 6M | +2.7% | -43.0% | +45.7% | +9.3% |
| YTD | -48.0% | -17.9% | -30.0% | -52.5% |
| 1Y | -52.0% | +11.9% | -64.0% | -61.5% |
| All | -83.2% | +70.5% | -153.7% | -85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling