+79.3%
FICO vs AG
+16.5%
+62.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.7% | -2.0% | +2.5% |
| 7D | -0.1% | +10.8% | -10.9% | -0.7% |
| 30D | +8.4% | -8.2% | +16.6% | +8.9% |
| 3M | -30.5% | -13.7% | -16.8% | -30.0% |
| 6M | -35.7% | -27.3% | -8.4% | -34.8% |
| YTD | -57.2% | -4.6% | -52.6% | -57.8% |
| 1Y | -58.4% | +39.4% | -97.8% | -60.3% |
| 3Y | -24.8% | +244.1% | -268.9% | -36.9% |
| 5Y | +79.3% | +16.8% | +62.5% | +64.4% |
| All | +79.3% | +16.5% | +62.7% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling