+499.7%
FICO vs AG
+89.9%
+409.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.5% |
| 7D | -0.9% | +6.3% | -7.3% | -1.4% |
| 30D | +3.3% | -8.9% | +12.3% | +3.8% |
| 3M | -31.7% | -12.2% | -19.5% | -31.3% |
| 6M | -34.0% | -28.3% | -5.7% | -33.0% |
| YTD | -58.3% | -8.8% | -49.5% | -58.8% |
| 1Y | -57.9% | +39.4% | -97.3% | -59.7% |
| 3Y | -24.1% | +229.4% | -253.5% | -34.0% |
| 5Y | +85.3% | +14.5% | +70.8% | +70.8% |
| All | +499.7% | +89.9% | +409.7% | +422.9% |
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