-38.6%
FICO vs AGI
+17.6%
-56.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.9% | -14.8% | -16.6% |
| 7D | -19.2% | +0.6% | -19.8% | -19.2% |
| 30D | -14.6% | +18.2% | -32.8% | -14.9% |
| 3M | -20.1% | -4.1% | -16.0% | -20.2% |
| 6M | -36.3% | -28.7% | -7.6% | -36.5% |
| YTD | -44.9% | -4.0% | -40.9% | -44.3% |
| 1Y | -38.6% | +17.4% | -56.0% | -32.0% |
| All | -38.6% | +17.6% | -56.2% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling