-58.8%
FICO vs AGI
+1.7%
-60.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +2.6% |
| 7D | -0.1% | +17.4% | -17.5% | -0.8% |
| 30D | +8.4% | -0.9% | +9.4% | +8.6% |
| 3M | -30.5% | -1.6% | -28.9% | -30.1% |
| 6M | -35.7% | -24.7% | -11.0% | -35.0% |
| YTD | -57.2% | -15.3% | -41.9% | -56.7% |
| All | -58.8% | +1.7% | -60.5% | -58.2% |
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 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