+86.1%
FICO vs AG
+18.5%
+67.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.2% | +1.1% |
| 7D | -0.3% | -2.9% | +2.6% | -0.1% |
| 30D | +1.7% | -15.1% | +16.8% | +2.6% |
| 3M | -35.2% | -15.4% | -19.8% | -34.6% |
| 6M | -33.7% | -21.9% | -11.7% | -33.0% |
| YTD | -58.2% | -10.4% | -47.7% | -58.6% |
| 1Y | -56.6% | +39.8% | -96.4% | -58.6% |
| 3Y | -24.0% | +209.5% | -233.5% | -35.7% |
| 5Y | +86.1% | +12.5% | +73.6% | +77.0% |
| All | +86.1% | +18.5% | +67.6% | +77.0% |
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