+12.3%
FN vs AGI
+11.7%
+0.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.5% |
| 7D | +3.5% | +4.4% | -0.8% | +2.4% |
| 30D | -26.0% | +10.0% | -35.9% | -27.8% |
| 3M | -33.3% | +1.7% | -35.0% | -34.2% |
| 6M | -14.9% | -26.8% | +11.9% | -9.2% |
| YTD | -8.6% | -5.3% | -3.2% | -9.4% |
| 1Y | +12.3% | +11.5% | +0.8% | +1.6% |
| All | +12.3% | +11.7% | +0.7% | +1.6% |
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