+3,689.8%
FN vs AGI
+158.8%
+3,531.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.3% |
| 7D | -1.7% | +0.6% | -2.3% | -1.7% |
| 30D | -22.0% | +18.2% | -40.2% | -22.9% |
| 3M | -43.0% | -4.1% | -38.9% | -43.0% |
| 6M | -27.7% | -28.7% | +1.0% | -26.4% |
| YTD | -10.5% | -4.0% | -6.5% | -10.7% |
| 1Y | +12.5% | +17.4% | -4.9% | +11.0% |
| 3Y | +153.8% | +203.0% | -49.2% | +137.6% |
| 5Y | +288.0% | +376.7% | -88.7% | +254.7% |
| 10Y | +906.4% | +407.5% | +498.9% | +803.6% |
| All | +3,689.8% | +158.8% | +3,531.0% | +3,090.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling