+626.6%
FICO vs AGI
+391.5%
+235.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | -15.4% | +4.4% | -19.8% | -15.6% |
| 30D | -10.4% | +10.0% | -20.3% | -10.9% |
| 3M | -22.7% | +1.7% | -24.4% | -22.9% |
| 6M | -36.8% | -26.8% | -10.0% | -35.9% |
| YTD | -44.8% | -5.3% | -39.5% | -45.0% |
| 1Y | -39.3% | +11.5% | -50.8% | -40.3% |
| 3Y | +3.7% | +212.9% | -209.2% | -4.3% |
| 5Y | +101.7% | +388.8% | -287.0% | +81.8% |
| All | +626.6% | +391.5% | +235.1% | +576.2% |
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