+2,226.4%
FICO vs AG
+445.6%
+1,780.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.0% | -14.7% | -16.5% |
| 7D | -19.2% | +1.0% | -20.2% | -19.2% |
| 30D | -14.6% | +19.2% | -33.8% | -16.0% |
| 3M | -20.1% | +6.2% | -26.2% | -20.9% |
| 6M | -36.3% | -26.7% | -9.6% | -35.2% |
| YTD | -44.9% | +26.1% | -71.0% | -47.1% |
| 1Y | -38.6% | +131.7% | -170.3% | -45.0% |
| 3Y | +4.0% | +255.3% | -251.4% | -13.8% |
| 5Y | +99.5% | +61.9% | +37.6% | +74.2% |
| 10Y | +604.7% | +72.0% | +532.6% | +460.1% |
| All | +2,226.4% | +445.6% | +1,780.8% | +1,028.9% |
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