+545.7%
FICO vs AGI
+335.7%
+210.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.3% | +6.3% | +1.3% |
| 7D | +0.9% | +13.9% | -13.1% | +0.1% |
| 30D | +9.4% | -6.2% | +15.7% | +9.7% |
| 3M | -30.4% | -6.9% | -23.4% | -30.2% |
| 6M | -35.1% | -28.7% | -6.4% | -34.1% |
| YTD | -56.8% | -19.8% | -37.0% | -56.6% |
| 1Y | -58.4% | -4.8% | -53.6% | -58.6% |
| 3Y | -26.7% | +144.3% | -171.0% | -31.3% |
| 5Y | +88.0% | +277.2% | -189.2% | +71.9% |
| 10Y | +545.7% | +365.9% | +179.9% | +511.4% |
| All | +545.7% | +335.7% | +210.1% | +511.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling