+173.5%
FN vs AGI
+310.5%
-137.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.4% | +9.2% | +11.2% |
| 7D | 0.0% | +16.0% | -16.0% | -3.2% |
| 30D | -34.3% | +1.0% | -35.3% | -34.4% |
| 3M | -39.9% | +2.5% | -42.3% | -40.3% |
| 6M | -51.8% | -24.0% | -27.8% | -49.8% |
| YTD | -28.1% | -17.2% | -10.9% | -26.7% |
| 1Y | -29.1% | +4.9% | -34.0% | -30.6% |
| 3Y | +102.4% | +142.6% | -40.1% | +68.0% |
| All | +173.5% | +310.5% | -137.0% | +110.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling