-25.7%
FN vs AGI
-1.1%
-24.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +10.8% | -16.8% | -8.6% |
| 7D | -7.0% | -5.3% | -1.7% | -5.6% |
| 30D | -24.7% | -7.1% | -17.6% | -23.1% |
| 3M | -35.7% | +4.4% | -40.1% | -36.5% |
| 6M | -52.4% | -23.0% | -29.4% | -49.6% |
| YTD | -25.0% | -22.0% | -3.0% | -24.2% |
| 1Y | -25.7% | +0.3% | -25.9% | -42.6% |
| All | -25.7% | -1.1% | -24.6% | -42.6% |
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