+1,665.3%
FICO vs AG
+287.4%
+1,377.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.2% | +1.2% |
| 7D | -0.3% | -2.9% | +2.6% | -0.1% |
| 30D | +1.7% | -15.1% | +16.8% | +3.0% |
| 3M | -35.2% | -15.4% | -19.8% | -34.4% |
| 6M | -33.7% | -21.9% | -11.7% | -32.9% |
| YTD | -58.2% | -10.4% | -47.7% | -58.8% |
| 1Y | -56.6% | +39.8% | -96.4% | -59.1% |
| 3Y | -24.0% | +209.5% | -233.5% | -36.3% |
| 5Y | +86.1% | +12.5% | +73.6% | +67.6% |
| 10Y | +522.8% | +79.5% | +443.3% | +389.4% |
| All | +1,665.3% | +287.4% | +1,377.8% | +780.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling