-29.1%
FN vs AGI
+2.1%
-31.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.4% | +9.2% | +11.1% |
| 7D | 0.0% | +16.0% | -16.0% | -3.8% |
| 30D | -34.3% | +1.0% | -35.3% | -34.2% |
| 3M | -39.9% | +2.5% | -42.3% | -40.2% |
| 6M | -51.8% | -24.0% | -27.8% | -48.7% |
| YTD | -28.1% | -17.2% | -10.9% | -27.8% |
| 1Y | -29.1% | +4.9% | -34.0% | -43.0% |
| All | -29.1% | +2.1% | -31.2% | -43.0% |
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