-24.1%
FICO vs AG
+219.8%
-243.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.5% |
| 7D | -0.9% | +6.3% | -7.3% | -1.1% |
| 30D | +3.3% | -8.9% | +12.3% | +3.6% |
| 3M | -31.7% | -12.2% | -19.5% | -31.4% |
| 6M | -34.0% | -28.3% | -5.7% | -33.3% |
| YTD | -58.3% | -8.8% | -49.5% | -58.5% |
| 1Y | -57.9% | +39.4% | -97.3% | -58.9% |
| 3Y | -24.1% | +229.4% | -253.5% | -30.7% |
| All | -24.1% | +219.8% | -243.8% | -30.7% |
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