-79.9%
FIG vs AGI
+40.5%
-120.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.7% |
| 7D | -3.8% | -2.7% | -1.1% | -3.6% |
| 30D | -2.3% | +7.2% | -9.6% | -2.8% |
| 3M | +20.0% | +4.3% | +15.7% | +19.3% |
| 6M | -16.7% | -27.1% | +10.4% | -13.5% |
| YTD | -37.9% | -6.6% | -31.3% | -39.3% |
| 1Y | -58.5% | +9.5% | -68.1% | -60.8% |
| All | -79.9% | +40.5% | -120.4% | -81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling