+93.9%
FN vs AGI
+127.5%
-33.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.8% | -7.2% |
| 7D | +0.3% | -10.1% | +10.4% | +2.5% |
| 30D | -16.5% | -6.5% | -10.0% | -15.3% |
| 3M | -42.1% | -12.8% | -29.3% | -40.6% |
| 6M | -52.9% | -34.3% | -18.6% | -49.0% |
| YTD | -28.0% | -25.6% | -2.3% | -24.6% |
| 1Y | -18.5% | -14.2% | -4.3% | -17.0% |
| 3Y | +93.9% | +127.3% | -33.4% | +66.9% |
| All | +93.9% | +127.5% | -33.6% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling