-55.8%
FIG vs AGI
+17.6%
-73.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -4.2% |
| 7D | -16.3% | +0.6% | -16.9% | -16.3% |
| 30D | -14.3% | +18.2% | -32.5% | -15.5% |
| 3M | +7.2% | -4.1% | +11.3% | +7.7% |
| 6M | -18.6% | -28.7% | +10.1% | -14.7% |
| YTD | -35.5% | -4.0% | -31.5% | -36.9% |
| 1Y | -55.8% | +17.4% | -73.2% | -57.0% |
| All | -55.8% | +17.6% | -73.4% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling