-80.3%
FIG vs AGI
+42.4%
-122.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.4% | -4.3% | -5.6% |
| 7D | -16.4% | +4.4% | -20.7% | -16.6% |
| 30D | -2.3% | +10.0% | -12.3% | -3.0% |
| 3M | +7.8% | +1.7% | +6.1% | +7.6% |
| 6M | -21.8% | -26.8% | +4.9% | -18.7% |
| YTD | -39.1% | -5.3% | -33.8% | -40.5% |
| 1Y | -56.6% | +11.5% | -68.1% | -59.2% |
| All | -80.3% | +42.4% | -122.7% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling