-21.7%
FN vs AGI
+1.7%
-23.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.4% | +9.5% | +11.3% |
| 7D | +16.3% | +17.4% | -1.1% | +11.7% |
| 30D | -24.7% | -0.9% | -23.8% | -24.3% |
| 3M | -34.9% | -1.6% | -33.3% | -34.7% |
| 6M | -41.1% | -24.7% | -16.4% | -37.0% |
| YTD | -19.6% | -15.3% | -4.4% | -19.5% |
| All | -21.7% | +1.7% | -23.4% | -32.9% |
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 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