-39.3%
FICO vs AGI
+11.7%
-51.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | -15.4% | +4.4% | -19.8% | -15.5% |
| 30D | -10.4% | +10.0% | -20.3% | -10.6% |
| 3M | -22.7% | +1.7% | -24.4% | -22.8% |
| 6M | -36.8% | -26.8% | -10.0% | -36.9% |
| YTD | -44.8% | -5.3% | -39.5% | -44.2% |
| 1Y | -39.3% | +11.5% | -50.8% | -33.9% |
| All | -39.3% | +11.7% | -51.0% | -33.9% |
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