+665.4%
FICO vs AGI
+398.0%
+267.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.3% | +4.0% | +5.3% |
| 7D | -10.6% | +2.2% | -12.8% | -10.7% |
| 30D | -6.3% | +11.3% | -17.6% | -6.9% |
| 3M | -19.7% | +5.6% | -25.4% | -20.1% |
| 6M | -31.8% | -27.7% | -4.1% | -30.8% |
| YTD | -41.8% | -4.1% | -37.8% | -42.1% |
| 1Y | -36.4% | +13.8% | -50.2% | -37.5% |
| 3Y | +9.3% | +217.0% | -207.8% | +0.7% |
| 5Y | +113.0% | +404.3% | -291.3% | +91.7% |
| 10Y | +665.4% | +400.5% | +264.9% | +611.8% |
| All | +665.4% | +398.0% | +267.5% | +611.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling