-80.9%
FIG vs AGI
+44.3%
-125.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.4% |
| 7D | -14.5% | +2.2% | -16.7% | -14.6% |
| 30D | -13.3% | +11.3% | -24.6% | -14.0% |
| 3M | +7.4% | +5.6% | +1.8% | +6.8% |
| 6M | -27.8% | -27.7% | -0.1% | -24.7% |
| YTD | -41.1% | -4.1% | -37.0% | -42.5% |
| 1Y | -58.7% | +13.8% | -72.5% | -61.3% |
| All | -80.9% | +44.3% | -125.2% | -82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling