+538.9%
FICO vs AG
+80.4%
+458.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.3% | +3.7% | -1.2% |
| 7D | +1.4% | -6.0% | +7.5% | +1.8% |
| 30D | -0.8% | -14.3% | +13.5% | +0.1% |
| 3M | -31.3% | -26.9% | -4.4% | -30.1% |
| 6M | -33.9% | -42.1% | +8.2% | -32.0% |
| YTD | -57.6% | -15.9% | -41.7% | -57.9% |
| 1Y | -59.7% | +11.5% | -71.2% | -60.8% |
| 3Y | -28.0% | +208.0% | -236.0% | -37.4% |
| 5Y | +91.0% | +2.4% | +88.5% | +77.1% |
| All | +538.9% | +80.4% | +458.5% | +456.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling