+4.4%
FICO vs AG
+260.2%
-255.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.0% | -14.7% | -16.6% |
| 7D | -19.2% | +1.0% | -20.2% | -19.2% |
| 30D | -14.6% | +19.2% | -33.8% | -15.0% |
| 3M | -20.1% | +6.2% | -26.2% | -20.2% |
| 6M | -36.3% | -26.7% | -9.6% | -35.7% |
| YTD | -44.9% | +26.1% | -71.0% | -45.6% |
| 1Y | -38.6% | +131.7% | -170.3% | -41.5% |
| All | +4.4% | +260.2% | -255.8% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling