-83.7%
FIG vs AG
+89.4%
-173.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.8% |
| 7D | -13.1% | +6.3% | -19.4% | -13.7% |
| 30D | -13.0% | -8.9% | -4.0% | -12.1% |
| 3M | -21.5% | -12.2% | -9.3% | -20.7% |
| 6M | -2.5% | -28.3% | +25.8% | -0.1% |
| YTD | -49.7% | -8.8% | -40.8% | -54.7% |
| 1Y | -59.1% | +39.4% | -98.4% | -69.0% |
| All | -83.7% | +89.4% | -173.1% | -86.2% |
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