+3.1%
FICO vs AGI
+213.9%
-210.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.9% | -14.8% | -16.5% |
| 7D | -19.2% | +0.6% | -19.8% | -19.2% |
| 30D | -14.6% | +18.2% | -32.8% | -15.7% |
| 3M | -20.1% | -4.1% | -16.0% | -20.0% |
| 6M | -36.3% | -28.7% | -7.6% | -34.8% |
| YTD | -44.9% | -4.0% | -40.9% | -45.3% |
| 1Y | -38.6% | +17.4% | -56.0% | -40.8% |
| All | +3.1% | +213.9% | -210.8% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling