-79.1%
FIG vs AG
+162.0%
-241.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -4.1% |
| 7D | -16.3% | +1.0% | -17.3% | -16.4% |
| 30D | -14.3% | +19.2% | -33.5% | -16.2% |
| 3M | +7.2% | +6.2% | +1.0% | +6.0% |
| 6M | -18.6% | -26.7% | +8.1% | -14.6% |
| YTD | -35.5% | +26.1% | -61.6% | -43.9% |
| 1Y | -55.8% | +131.7% | -187.4% | -68.3% |
| All | -79.1% | +162.0% | -241.1% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling